+13.2%
FINS vs SPY
+201.8%
-188.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.9% | +2.6% | -5.5% | -3.9% |
| 30D | -0.7% | -2.0% | +1.3% | 0.0% |
| 3M | -5.2% | -2.8% | -2.4% | -4.3% |
| 6M | -3.7% | +2.1% | -5.8% | -4.6% |
| YTD | -3.1% | +11.5% | -14.6% | -7.4% |
| 1Y | -0.7% | +13.5% | -14.1% | -5.7% |
| 3Y | +31.6% | +77.7% | -46.1% | +2.5% |
| 5Y | +13.0% | +72.6% | -59.6% | -11.4% |
| All | +13.2% | +201.8% | -188.5% | -38.0% |
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