+25.9%
FSYD vs SPY
+80.3%
-54.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | +0.3% | -3.7% | +4.0% | +1.5% |
| 3M | -2.1% | -2.7% | +0.6% | -1.3% |
| 6M | -1.9% | +2.2% | -4.1% | -2.8% |
| YTD | +1.2% | +10.8% | -9.6% | -2.6% |
| 1Y | +2.5% | +11.2% | -8.7% | -1.5% |
| 3Y | +27.7% | +76.5% | -48.7% | +2.0% |
| All | +25.9% | +80.3% | -54.4% | -2.4% |
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