+18.6%
FGNX vs SPY
+15.0%
+3.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +4.6% |
| 7D | -2.7% | -0.4% | -2.4% | -1.7% |
| 30D | +12.1% | -1.4% | +13.5% | +17.4% |
| 3M | +33.6% | +3.7% | +29.9% | +16.3% |
| 6M | +18.6% | +13.0% | +5.6% | -28.1% |
| All | +18.6% | +15.0% | +3.6% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling