+28.9%
FSYD vs SPY
+84.7%
-55.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.1% | +0.1% | -0.3% | -0.2% |
| 30D | 0.0% | +0.1% | 0.0% | 0.0% |
| 3M | +0.2% | +2.0% | -1.8% | -0.5% |
| 6M | +2.2% | +13.0% | -10.8% | -2.1% |
| YTD | +3.6% | +13.5% | -9.9% | -0.9% |
| 1Y | +5.9% | +20.0% | -14.1% | -0.8% |
| 3Y | +29.0% | +77.2% | -48.2% | +3.1% |
| All | +28.9% | +84.7% | -55.8% | -0.8% |
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