-4.5%
FSSL vs SPY
+9.2%
-13.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +2.5% | -2.7% | +5.2% | +3.6% |
| 30D | +5.2% | -5.4% | +10.6% | +7.8% |
| 3M | +9.5% | -4.1% | +13.6% | +11.4% |
| 6M | +6.6% | +0.7% | +5.8% | +6.1% |
| YTD | -5.4% | +8.7% | -14.1% | -8.2% |
| All | -4.5% | +9.2% | -13.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling