-98.9%
FGNX vs SPY
+322.5%
-421.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.9% |
| 7D | -4.4% | -0.8% | -3.6% | -4.0% |
| 30D | +14.4% | -1.1% | +15.5% | +15.1% |
| 3M | +23.8% | +3.9% | +19.9% | +21.6% |
| 6M | +18.0% | +13.6% | +4.4% | +12.0% |
| YTD | -41.7% | +12.7% | -54.4% | -44.3% |
| 1Y | -77.7% | +17.5% | -95.2% | -78.9% |
| 3Y | -95.3% | +76.9% | -172.2% | -96.3% |
| 5Y | -98.8% | +83.6% | -182.4% | -99.1% |
| All | -98.9% | +322.5% | -421.4% | -99.3% |
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