+906.2%
FN vs SPG
+60.3%
+845.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | -1.7% | -2.4% | +0.7% | -1.0% |
| 30D | -22.0% | -6.8% | -15.2% | -20.4% |
| 3M | -43.0% | +2.7% | -45.7% | -43.9% |
| 6M | -27.7% | +5.5% | -33.2% | -29.4% |
| YTD | -10.5% | +15.7% | -26.2% | -15.0% |
| 1Y | +12.5% | +20.9% | -8.4% | +5.4% |
| 3Y | +153.8% | +112.4% | +41.4% | +102.0% |
| 5Y | +288.0% | +101.4% | +186.6% | +210.8% |
| All | +906.2% | +60.3% | +845.9% | +847.0% |
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