-60.9%
FINV vs SPY
+242.1%
-303.1%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -30.7% | +0.1% | -30.7% | -30.7% |
| 3M | -33.7% | +2.0% | -35.7% | -34.9% |
| 6M | -33.4% | +13.0% | -46.4% | -40.1% |
| YTD | -31.1% | +13.5% | -44.6% | -38.3% |
| 1Y | -53.7% | +20.0% | -73.6% | -60.4% |
| 3Y | -23.3% | +77.2% | -100.5% | -54.5% |
| 5Y | -29.4% | +81.9% | -111.3% | -59.3% |
| All | -60.9% | +242.1% | -303.1% | -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 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