+13.6%
FSIG vs SPY
+73.1%
-59.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | +0.9% | -2.4% | +3.2% | +1.0% |
| 3M | -0.2% | -1.2% | +0.9% | -0.2% |
| 6M | +0.2% | +3.3% | -3.1% | 0.0% |
| YTD | +0.5% | +12.3% | -11.8% | -0.1% |
| 1Y | +1.3% | +12.4% | -11.2% | +0.7% |
| 3Y | +15.9% | +78.8% | -62.9% | +12.6% |
| All | +13.6% | +73.1% | -59.5% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling