+328,434.6%
FSI vs SPY
+825.6%
+327,609.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +14.1% | +0.1% | +14.0% | +14.0% |
| 3M | -10.0% | +2.0% | -12.0% | -10.6% |
| 6M | +7.9% | +13.0% | -5.1% | +4.1% |
| YTD | -14.3% | +13.5% | -27.9% | -17.4% |
| 1Y | -42.2% | +20.0% | -62.1% | -45.0% |
| 3Y | +116.7% | +77.2% | +39.5% | +86.7% |
| 5Y | +64.2% | +81.9% | -17.7% | +39.9% |
| 10Y | +214.4% | +314.1% | -99.7% | +132.7% |
| All | +328,434.6% | +825.6% | +327,609.1% | +1,227,047.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling