-7.4%
FPI vs SPY
+67.5%
-74.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +4.4% | -2.7% | +7.1% | +6.0% |
| 30D | -15.1% | -5.4% | -9.7% | -12.4% |
| 3M | -10.8% | -4.1% | -6.7% | -8.8% |
| 6M | -16.2% | +0.7% | -16.9% | -16.8% |
| YTD | -6.3% | +8.7% | -14.9% | -11.0% |
| 1Y | -4.7% | +10.9% | -15.6% | -10.7% |
| 3Y | -3.4% | +75.0% | -78.4% | -32.1% |
| All | -7.4% | +67.5% | -74.9% | -33.4% |
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