+29.0%
FIP vs SPY
+98.1%
-69.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +0.3% | +17.7% | +17.6% |
| 7D | +21.3% | -2.7% | +24.0% | +25.2% |
| 30D | +22.2% | -5.4% | +27.6% | +31.4% |
| 3M | -13.7% | -4.1% | -9.7% | -8.7% |
| 6M | -36.5% | +0.7% | -37.2% | -37.3% |
| YTD | -23.2% | +8.7% | -31.9% | -31.4% |
| 1Y | -30.8% | +10.9% | -41.6% | -39.8% |
| 3Y | +16.2% | +75.0% | -58.8% | -41.0% |
| All | +29.0% | +98.1% | -69.1% | -44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling