+178.1%
FPXI vs SPY
+318.9%
-140.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | -2.0% | -2.0% | 0.0% | -0.3% |
| 30D | -4.1% | -1.7% | -2.5% | -2.7% |
| 3M | -3.6% | +4.7% | -8.3% | -6.9% |
| 6M | +7.3% | +12.5% | -5.2% | -2.0% |
| YTD | +17.2% | +11.7% | +5.5% | +7.8% |
| 1Y | +17.1% | +17.5% | -0.4% | +3.5% |
| 3Y | +79.4% | +76.6% | +2.8% | +14.3% |
| 5Y | +4.7% | +82.0% | -77.3% | -35.1% |
| All | +178.1% | +318.9% | -140.8% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling