+264.7%
FSI vs SPY
+78.4%
+186.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +8.9% | -0.6% | +9.5% | +9.5% |
| 30D | +10.7% | -3.7% | +14.4% | +14.5% |
| 3M | +34.5% | -2.7% | +37.3% | +37.9% |
| 6M | +8.2% | +2.2% | +6.1% | +5.7% |
| YTD | -0.4% | +10.8% | -11.2% | -10.2% |
| 1Y | -21.0% | +11.2% | -32.2% | -28.9% |
| 3Y | +264.7% | +76.5% | +188.2% | +123.5% |
| All | +264.7% | +78.4% | +186.3% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling