-20.9%
FN vs SPG
+32.6%
-53.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.2% |
| 7D | +20.8% | +3.1% | +17.7% | +21.6% |
| 30D | -17.3% | +16.4% | -33.7% | -13.6% |
| 3M | -38.1% | +7.1% | -45.2% | -36.0% |
| 6M | -44.2% | +16.1% | -60.3% | -44.8% |
| YTD | -22.3% | +30.4% | -52.7% | -24.7% |
| 1Y | -20.9% | +33.0% | -53.9% | -24.1% |
| All | -20.9% | +32.6% | -53.5% | -24.1% |
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