+77.8%
FINX vs SPY
+316.2%
-238.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | -0.2% |
| 7D | -1.6% | -0.9% | -0.6% | -0.5% |
| 30D | -1.0% | -2.4% | +1.3% | +2.0% |
| 3M | -5.5% | -1.2% | -4.3% | -4.0% |
| 6M | -4.8% | +3.3% | -8.1% | -8.6% |
| YTD | -16.2% | +12.3% | -28.5% | -27.4% |
| 1Y | -22.5% | +12.4% | -35.0% | -33.0% |
| 3Y | +25.8% | +78.8% | -53.0% | -39.3% |
| 5Y | -47.5% | +75.2% | -122.7% | -73.2% |
| 10Y | +78.4% | +311.1% | -232.7% | -62.6% |
| All | +77.8% | +316.2% | -238.4% | -63.6% |
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 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