+5.9%
FPXI vs SPY
+81.0%
-75.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | +0.9% | -0.4% | +1.2% | +1.2% |
| 30D | -2.6% | -1.4% | -1.2% | -1.2% |
| 3M | -4.8% | +3.7% | -8.5% | -7.6% |
| 6M | +10.1% | +13.0% | -2.9% | -0.7% |
| YTD | +19.0% | +12.4% | +6.6% | +7.9% |
| 1Y | +18.8% | +18.5% | +0.2% | +3.1% |
| 3Y | +82.1% | +77.6% | +4.5% | +12.2% |
| 5Y | +5.9% | +81.7% | -75.8% | -36.0% |
| All | +5.9% | +81.0% | -75.1% | -36.0% |
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