+300.8%
FSV vs SPY
+312.9%
-12.0%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.6% |
| 7D | +5.6% | -2.7% | +8.3% | +7.8% |
| 30D | +20.7% | -5.4% | +26.1% | +25.8% |
| 3M | +7.5% | -4.1% | +11.6% | +10.9% |
| 6M | +16.1% | +0.7% | +15.4% | +14.9% |
| YTD | -0.9% | +8.7% | -9.6% | -7.7% |
| 1Y | +0.4% | +10.9% | -10.5% | -8.0% |
| 3Y | +7.7% | +75.0% | -67.3% | -33.4% |
| 5Y | -19.2% | +67.8% | -87.0% | -48.3% |
| All | +300.8% | +312.9% | -12.0% | +52.8% |
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