+65.6%
FSI vs SPY
+82.0%
-16.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +14.1% | +0.1% | +14.0% | +14.0% |
| 3M | -10.0% | +2.0% | -12.0% | -11.5% |
| 6M | +7.9% | +13.0% | -5.1% | -2.2% |
| YTD | -14.3% | +13.5% | -27.9% | -22.6% |
| 1Y | -42.2% | +20.0% | -62.1% | -49.8% |
| 3Y | +116.7% | +77.2% | +39.5% | +44.5% |
| All | +65.6% | +82.0% | -16.5% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling