+350,679.1%
FSI vs SPY
+785.8%
+349,893.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.2% | -2.7% | +2.5% | +0.6% |
| 30D | -2.1% | -5.4% | +3.3% | -0.5% |
| 3M | +22.0% | -4.1% | +26.1% | +23.5% |
| 6M | -0.8% | +0.7% | -1.5% | -1.1% |
| YTD | -8.6% | +8.7% | -17.2% | -10.7% |
| 1Y | -26.3% | +10.9% | -37.2% | -28.5% |
| 3Y | +227.8% | +75.0% | +152.8% | +183.9% |
| 5Y | +79.3% | +67.8% | +11.5% | +55.8% |
| 10Y | +401.1% | +312.9% | +88.3% | +273.7% |
| All | +350,679.1% | +785.8% | +349,893.3% | +1,326,516.5% |
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 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