+743.6%
FN vs SPG
+109.7%
+633.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.8% | +10.8% | +11.4% |
| 7D | 0.0% | +4.9% | -4.9% | -1.4% |
| 30D | -34.3% | +15.6% | -49.9% | -37.1% |
| 3M | -39.9% | +4.1% | -43.9% | -40.7% |
| 6M | -51.8% | +13.6% | -65.4% | -54.0% |
| YTD | -28.1% | +27.5% | -55.7% | -33.7% |
| 1Y | -29.1% | +32.2% | -61.3% | -35.3% |
| 3Y | +102.4% | +126.0% | -23.6% | +58.3% |
| 5Y | +171.7% | +74.7% | +96.9% | +123.2% |
| All | +743.6% | +109.7% | +633.9% | +538.8% |
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