-20.5%
FSI vs SPY
+13.0%
-33.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.5% | -4.1% |
| 7D | +3.5% | -0.9% | +4.4% | +3.9% |
| 30D | +6.2% | -2.4% | +8.6% | +7.7% |
| 3M | +32.4% | -1.2% | +33.6% | +33.2% |
| 6M | +7.3% | +3.3% | +4.0% | +4.1% |
| YTD | -3.5% | +12.3% | -15.8% | -13.7% |
| 1Y | -20.5% | +12.4% | -32.9% | -29.3% |
| All | -20.5% | +13.0% | -33.4% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling