+16.5%
FPI vs SPY
+407.2%
-390.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +0.7% | -0.6% | +1.3% | +1.0% |
| 30D | -16.0% | -3.7% | -12.3% | -14.0% |
| 3M | -8.7% | -2.7% | -6.0% | -7.3% |
| 6M | -15.4% | +2.2% | -17.6% | -16.8% |
| YTD | -6.3% | +10.8% | -17.1% | -12.6% |
| 1Y | -4.8% | +11.2% | -16.1% | -11.5% |
| 3Y | -2.0% | +76.5% | -78.5% | -33.3% |
| 5Y | -7.8% | +72.9% | -80.7% | -36.9% |
| 10Y | +30.0% | +304.8% | -274.8% | -44.1% |
| All | +16.5% | +407.2% | -390.8% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling