+53.0%
FICS vs SPY
+119.4%
-66.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +0.4% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +6.3% | -3.3% | +9.6% | +8.4% |
| 3M | -1.5% | -2.4% | +1.0% | -0.1% |
| 6M | +6.0% | +2.6% | +3.4% | +4.2% |
| YTD | +7.8% | +11.2% | -3.4% | +0.9% |
| 1Y | +12.4% | +13.4% | -1.0% | +4.0% |
| 3Y | +48.4% | +79.9% | -31.5% | +1.4% |
| 5Y | +28.0% | +72.2% | -44.2% | -12.0% |
| All | +53.0% | +119.4% | -66.4% | -6.6% |
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 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