+354.9%
FSI vs SPY
+306.4%
+48.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +8.9% | -0.6% | +9.5% | +9.4% |
| 30D | +10.7% | -3.7% | +14.4% | +13.5% |
| 3M | +34.5% | -2.7% | +37.3% | +37.0% |
| 6M | +8.2% | +2.2% | +6.1% | +6.5% |
| YTD | -0.4% | +10.8% | -11.2% | -7.0% |
| 1Y | -21.0% | +11.2% | -32.2% | -26.4% |
| 3Y | +264.7% | +76.5% | +188.2% | +158.2% |
| 5Y | +85.9% | +72.9% | +13.0% | +30.4% |
| All | +354.9% | +306.4% | +48.5% | +154.7% |
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 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