-61.2%
FINV vs SPY
+238.7%
-299.9%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -2.0% | -0.4% | -1.7% | -1.8% |
| 30D | -28.6% | -1.4% | -27.2% | -27.7% |
| 3M | -30.8% | +3.7% | -34.5% | -33.1% |
| 6M | -33.0% | +13.0% | -46.0% | -39.9% |
| YTD | -31.5% | +12.4% | -43.9% | -38.1% |
| 1Y | -54.2% | +18.5% | -72.8% | -60.5% |
| 3Y | -23.9% | +77.6% | -101.5% | -55.0% |
| 5Y | -30.4% | +81.7% | -112.1% | -59.8% |
| All | -61.2% | +238.7% | -299.9% | -87.9% |
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