+78.1%
FISI vs SPY
+79.8%
-1.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.2% |
| 7D | -0.2% | -2.0% | +1.8% | +1.3% |
| 30D | -1.3% | -1.7% | +0.3% | -0.1% |
| 3M | +9.5% | +4.7% | +4.8% | +5.5% |
| 6M | +36.2% | +12.5% | +23.7% | +23.8% |
| YTD | +34.4% | +11.7% | +22.6% | +22.8% |
| 1Y | +57.2% | +17.5% | +39.8% | +38.3% |
| 3Y | +178.4% | +76.6% | +101.8% | +83.6% |
| 5Y | +78.1% | +82.0% | -3.9% | +11.0% |
| All | +78.1% | +79.8% | -1.7% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling