+7.7%
FPI vs SPY
+81.8%
-74.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.8% |
| 7D | +2.5% | +0.5% | +1.9% | +2.1% |
| 30D | +9.2% | -0.9% | +10.1% | +9.7% |
| 3M | +7.7% | +3.9% | +3.8% | +5.2% |
| 6M | -11.5% | +14.5% | -26.0% | -18.3% |
| YTD | +14.2% | +12.9% | +1.3% | +6.2% |
| 1Y | +6.5% | +19.4% | -12.8% | -4.2% |
| 3Y | +24.2% | +78.5% | -54.3% | -13.6% |
| 5Y | +7.7% | +81.8% | -74.0% | -26.2% |
| All | +7.7% | +81.8% | -74.0% | -26.2% |
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