+54.1%
FINT vs SPY
+34.7%
+19.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +2.5% | +0.1% | +2.5% | +2.5% |
| 3M | +3.7% | +2.0% | +1.7% | +2.2% |
| 6M | +11.1% | +13.0% | -1.9% | +1.9% |
| YTD | +19.5% | +13.5% | +6.0% | +9.4% |
| 1Y | +29.0% | +20.0% | +9.0% | +14.1% |
| All | +54.1% | +34.7% | +19.5% | +26.8% |
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