+52.6%
FICS vs SPY
+124.0%
-71.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -1.5% | +0.1% | -1.6% | -1.5% |
| 3M | +5.5% | +2.0% | +3.5% | +4.2% |
| 6M | +4.9% | +13.0% | -8.1% | -2.5% |
| YTD | +7.5% | +13.5% | -6.0% | -0.5% |
| 1Y | +11.8% | +20.0% | -8.2% | +0.1% |
| 3Y | +42.0% | +77.2% | -35.2% | -1.8% |
| 5Y | +26.3% | +81.9% | -55.6% | -15.8% |
| All | +52.6% | +124.0% | -71.4% | -7.8% |
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