+7.8%
FIP vs SPY
+77.4%
-69.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.8% |
| 7D | -4.5% | +0.1% | -4.6% | -4.7% |
| 30D | +0.8% | +0.1% | +0.7% | +0.9% |
| 3M | -20.4% | +2.0% | -22.4% | -22.9% |
| 6M | -40.6% | +13.0% | -53.6% | -51.0% |
| YTD | -24.5% | +13.5% | -38.1% | -37.9% |
| 1Y | -15.4% | +20.0% | -35.3% | -35.7% |
| All | +7.8% | +77.4% | -69.6% | -54.3% |
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