+123.4%
FPXI vs SPY
+351.1%
-227.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +1.1% | +2.6% | -1.5% | -1.1% |
| 30D | -7.6% | -2.0% | -5.7% | -6.0% |
| 3M | -18.7% | -2.8% | -15.9% | -16.5% |
| 6M | -17.4% | +2.1% | -19.5% | -18.2% |
| YTD | +2.9% | +11.5% | -8.6% | -4.6% |
| 1Y | +2.4% | +13.5% | -11.0% | -6.3% |
| 3Y | +59.1% | +77.7% | -18.6% | +3.1% |
| 5Y | -3.5% | +72.6% | -76.1% | -36.3% |
| 10Y | +153.6% | +308.2% | -154.5% | -5.5% |
| All | +123.4% | +351.1% | -227.7% | -20.4% |
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