+794.1%
FN vs SPG
+117.2%
+676.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -4.9% |
| 7D | -4.1% | +5.6% | -9.7% | -5.5% |
| 30D | -28.3% | +17.6% | -45.9% | -31.7% |
| 3M | -33.9% | +7.5% | -41.3% | -35.3% |
| 6M | -43.9% | +18.5% | -62.4% | -47.1% |
| YTD | -23.4% | +30.9% | -54.4% | -29.9% |
| 1Y | -25.4% | +34.1% | -59.5% | -32.2% |
| 3Y | +107.9% | +135.5% | -27.6% | +60.8% |
| 5Y | +195.1% | +86.5% | +108.6% | +138.7% |
| 10Y | +794.1% | +116.1% | +678.0% | +572.0% |
| All | +794.1% | +117.2% | +676.9% | +572.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling