+15.4%
FUMB vs SPY
+210.3%
-194.9%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | 0.0% | +0.5% | -0.6% | -0.1% |
| 30D | +0.1% | -0.9% | +1.0% | +0.1% |
| 3M | +0.6% | +3.9% | -3.3% | +0.5% |
| 6M | +1.1% | +14.5% | -13.5% | +0.9% |
| YTD | +1.8% | +12.9% | -11.2% | +1.6% |
| 1Y | +2.3% | +19.4% | -17.1% | +2.1% |
| 3Y | +9.1% | +78.5% | -69.4% | +8.3% |
| 5Y | +10.8% | +81.8% | -70.9% | +10.0% |
| All | +15.4% | +210.3% | -194.9% | +13.6% |
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