+336.0%
FSI vs SPY
+307.0%
+29.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +1.3% | +2.6% | -1.3% | -0.3% |
| 30D | +3.7% | -2.0% | +5.6% | +5.0% |
| 3M | +24.6% | -2.8% | +27.4% | +26.9% |
| 6M | -3.1% | +2.1% | -5.2% | -4.6% |
| YTD | -7.4% | +11.5% | -18.8% | -13.9% |
| 1Y | -22.3% | +13.5% | -35.8% | -28.5% |
| 3Y | +244.6% | +77.7% | +166.9% | +142.8% |
| 5Y | +72.4% | +72.6% | -0.2% | +20.9% |
| All | +336.0% | +307.0% | +29.0% | +143.0% |
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 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