-25.7%
FN vs SPG
+34.3%
-59.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.9% | -8.9% | -4.8% |
| 7D | -7.0% | +8.2% | -15.2% | -4.2% |
| 30D | -24.7% | +13.5% | -38.2% | -21.4% |
| 3M | -35.7% | +2.2% | -37.9% | -34.0% |
| 6M | -52.4% | +15.9% | -68.3% | -53.2% |
| YTD | -25.0% | +27.6% | -52.5% | -25.9% |
| 1Y | -25.7% | +30.9% | -56.6% | -26.5% |
| All | -25.7% | +34.3% | -59.9% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling