+15.3%
FUMB vs SPY
+209.6%
-194.4%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.1% | -0.8% | +0.6% | -0.1% |
| 30D | 0.0% | -1.1% | +1.0% | 0.0% |
| 3M | +0.4% | +3.9% | -3.4% | +0.4% |
| 6M | +0.9% | +13.6% | -12.7% | +0.8% |
| YTD | +1.7% | +12.7% | -11.0% | +1.5% |
| 1Y | +2.1% | +17.5% | -15.4% | +1.9% |
| 3Y | +9.0% | +76.9% | -67.9% | +8.2% |
| 5Y | +10.7% | +83.6% | -72.9% | +9.8% |
| All | +15.3% | +209.6% | -194.4% | +13.5% |
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 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