+213.5%
FSV vs SPY
+313.4%
-99.9%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -0.4% | +0.1% | -0.4% | -0.4% |
| 3M | +3.4% | +2.0% | +1.4% | +1.6% |
| 6M | -4.0% | +13.0% | -17.0% | -13.1% |
| YTD | -6.9% | +13.5% | -20.5% | -16.1% |
| 1Y | -28.2% | +20.0% | -48.1% | -38.3% |
| 3Y | -3.8% | +77.2% | -81.0% | -41.0% |
| 5Y | -21.3% | +81.9% | -103.2% | -52.7% |
| All | +213.5% | +313.4% | -99.9% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling