-30.1%
FINV vs SPY
+78.4%
-108.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.3% |
| 30D | -5.9% | -3.7% | -2.2% | -3.8% |
| 3M | -39.0% | -2.7% | -36.2% | -38.0% |
| 6M | -44.3% | +2.2% | -46.5% | -45.1% |
| YTD | -41.4% | +10.8% | -52.3% | -44.9% |
| 1Y | -50.2% | +11.2% | -61.4% | -53.2% |
| 3Y | -30.1% | +76.5% | -106.5% | -48.2% |
| All | -30.1% | +78.4% | -108.4% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling