+495.9%
FSV vs SPY
+319.7%
+176.2%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +2.4% |
| 7D | +6.3% | -4.7% | +11.0% | +10.3% |
| 30D | +19.3% | -5.9% | +25.2% | +24.8% |
| 3M | +6.4% | -4.5% | +11.0% | +10.2% |
| 6M | +22.8% | +1.8% | +21.0% | +20.6% |
| YTD | -0.6% | +8.3% | -8.9% | -7.0% |
| 1Y | 0.0% | +9.3% | -9.3% | -7.3% |
| 3Y | +6.7% | +74.9% | -68.1% | -33.4% |
| 5Y | -19.0% | +67.3% | -86.2% | -47.5% |
| 10Y | +307.6% | +311.6% | -3.9% | +35.4% |
| All | +495.9% | +319.7% | +176.2% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling