-29.5%
FINV vs SPY
+81.8%
-111.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | +2.4% | +0.5% | +1.9% | +1.9% |
| 30D | -30.0% | -0.9% | -29.1% | -29.5% |
| 3M | -29.9% | +3.9% | -33.8% | -32.0% |
| 6M | -30.1% | +14.5% | -44.6% | -37.0% |
| YTD | -30.9% | +12.9% | -43.8% | -37.0% |
| 1Y | -53.5% | +19.4% | -72.8% | -59.2% |
| 3Y | -23.2% | +78.5% | -101.7% | -52.0% |
| 5Y | -29.5% | +81.8% | -111.2% | -54.6% |
| All | -29.5% | +81.8% | -111.2% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling