+350,108.7%
FSI vs SPY
+783.1%
+349,325.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -0.8% |
| 7D | -1.8% | -4.7% | +3.0% | -0.4% |
| 30D | -3.0% | -5.9% | +2.9% | -1.3% |
| 3M | +21.6% | -4.5% | +26.1% | +23.2% |
| 6M | +1.5% | +1.8% | -0.3% | +0.9% |
| YTD | -8.7% | +8.3% | -17.0% | -10.8% |
| 1Y | -28.4% | +9.3% | -37.8% | -30.2% |
| 3Y | +227.2% | +74.9% | +152.4% | +183.6% |
| 5Y | +79.0% | +67.3% | +11.7% | +55.7% |
| 10Y | +400.3% | +311.6% | +88.7% | +273.4% |
| All | +350,108.7% | +783.1% | +349,325.7% | +1,325,557.1% |
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