-16.5%
FSV vs SPY
+72.2%
-88.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +4.1% | -0.6% | +4.7% | +4.5% |
| 30D | +19.5% | -3.7% | +23.2% | +23.0% |
| 3M | +8.8% | -2.7% | +11.6% | +11.2% |
| 6M | +15.7% | +2.2% | +13.5% | +13.1% |
| YTD | +0.3% | +10.8% | -10.5% | -8.6% |
| 1Y | +2.7% | +11.2% | -8.6% | -6.8% |
| 3Y | +9.8% | +76.5% | -66.7% | -37.4% |
| 5Y | -16.5% | +72.9% | -89.4% | -50.5% |
| All | -16.5% | +72.2% | -88.7% | -50.5% |
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