-67.5%
FINV vs SPY
+238.4%
-305.9%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -3.2% |
| 7D | -7.2% | -0.9% | -6.3% | -6.5% |
| 30D | -6.0% | -2.4% | -3.6% | -4.1% |
| 3M | -36.3% | -1.2% | -35.2% | -35.8% |
| 6M | -45.2% | +3.3% | -48.5% | -47.0% |
| YTD | -42.7% | +12.3% | -55.0% | -48.2% |
| 1Y | -51.1% | +12.4% | -63.5% | -55.8% |
| 3Y | -31.5% | +78.8% | -110.3% | -59.8% |
| 5Y | -44.8% | +75.2% | -119.9% | -67.1% |
| All | -67.5% | +238.4% | -305.9% | -89.9% |
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