+55.0%
FICS vs SPY
+123.5%
-68.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.4% | +2.0% |
| 7D | +4.2% | -0.7% | +4.9% | +4.6% |
| 30D | +8.0% | -1.0% | +9.1% | +8.7% |
| 3M | +0.4% | -0.3% | +0.8% | +0.6% |
| 6M | +9.4% | +7.3% | +2.1% | +4.8% |
| YTD | +9.2% | +13.3% | -4.1% | +1.2% |
| 1Y | +15.6% | +14.8% | +0.8% | +6.2% |
| 3Y | +50.6% | +82.9% | -32.3% | +2.0% |
| 5Y | +29.7% | +75.6% | -45.9% | -11.7% |
| All | +55.0% | +123.5% | -68.6% | -6.3% |
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