-25.4%
FN vs SPG
+33.1%
-58.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -4.6% |
| 7D | -4.1% | +5.6% | -9.7% | -2.5% |
| 30D | -28.3% | +17.6% | -45.9% | -24.9% |
| 3M | -33.9% | +7.5% | -41.3% | -31.5% |
| 6M | -43.9% | +18.5% | -62.4% | -44.9% |
| YTD | -23.4% | +30.9% | -54.4% | -25.2% |
| 1Y | -25.4% | +34.1% | -59.5% | -27.8% |
| All | -25.4% | +33.1% | -58.5% | -27.8% |
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 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