-1.6%
FIP vs SPY
+74.5%
-76.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -4.4% | +11.3% | +13.9% |
| 7D | +2.4% | -4.7% | +7.2% | +9.7% |
| 30D | +10.1% | -5.9% | +16.0% | +20.6% |
| 3M | -13.1% | -4.5% | -8.6% | -6.8% |
| 6M | -45.4% | +1.8% | -47.2% | -47.4% |
| YTD | -34.9% | +8.3% | -43.3% | -42.9% |
| 1Y | -41.3% | +9.3% | -50.7% | -49.3% |
| All | -1.6% | +74.5% | -76.1% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling