+176.7%
FISI vs SPY
+76.5%
+100.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -0.1% | -0.4% | +0.2% | +0.2% |
| 30D | -1.3% | -1.4% | +0.1% | -0.1% |
| 3M | +9.6% | +3.7% | +5.9% | +5.9% |
| 6M | +35.3% | +13.0% | +22.3% | +20.6% |
| YTD | +33.4% | +12.4% | +21.0% | +19.4% |
| 1Y | +55.4% | +18.5% | +36.8% | +32.3% |
| All | +176.7% | +76.5% | +100.1% | +57.3% |
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