+162.6%
FPXI vs SPY
+356.9%
-194.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.8% |
| 7D | +2.8% | +0.5% | +2.3% | +2.4% |
| 30D | -1.9% | -0.9% | -1.0% | -1.1% |
| 3M | -5.0% | +3.9% | -8.9% | -7.5% |
| 6M | +12.9% | +14.5% | -1.6% | +2.1% |
| YTD | +20.9% | +12.9% | +8.0% | +10.7% |
| 1Y | +21.0% | +19.4% | +1.7% | +6.2% |
| 3Y | +85.1% | +78.5% | +6.6% | +19.2% |
| 5Y | +7.2% | +81.8% | -74.6% | -32.1% |
| 10Y | +181.8% | +311.5% | -129.8% | +3.9% |
| All | +162.6% | +356.9% | -194.3% | -7.7% |
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