+112.8%
FFIN vs SPY
+321.4%
-208.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -1.6% | -0.4% | -1.2% | -1.2% |
| 30D | -4.9% | -1.4% | -3.5% | -3.6% |
| 3M | -0.6% | +3.7% | -4.3% | -4.5% |
| 6M | +9.5% | +13.0% | -3.5% | -3.7% |
| YTD | +10.9% | +12.4% | -1.5% | -2.0% |
| 1Y | -7.2% | +18.5% | -25.7% | -22.3% |
| 3Y | +29.1% | +77.6% | -48.5% | -28.5% |
| 5Y | -18.6% | +81.7% | -100.3% | -56.3% |
| All | +112.8% | +321.4% | -208.6% | -61.0% |
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