+19.3%
FINS vs SPY
+204.2%
-184.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -0.9% | -0.4% | -0.6% | -0.8% |
| 30D | +0.3% | -1.4% | +1.7% | +0.8% |
| 3M | +1.1% | +3.7% | -2.6% | -0.3% |
| 6M | +3.1% | +13.0% | -9.9% | -1.8% |
| YTD | +2.0% | +12.4% | -10.4% | -2.6% |
| 1Y | +4.7% | +18.5% | -13.9% | -2.3% |
| 3Y | +41.4% | +77.6% | -36.3% | +10.2% |
| 5Y | +12.0% | +81.7% | -69.7% | -14.6% |
| All | +19.3% | +204.2% | -184.9% | -34.8% |
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 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