+173.5%
FN vs SPG
+74.6%
+98.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.8% | +10.8% | +11.3% |
| 7D | 0.0% | +4.9% | -4.9% | -2.1% |
| 30D | -34.3% | +15.6% | -49.9% | -38.6% |
| 3M | -39.9% | +4.1% | -43.9% | -41.0% |
| 6M | -51.8% | +13.6% | -65.4% | -55.4% |
| YTD | -28.1% | +27.5% | -55.7% | -37.4% |
| 1Y | -29.1% | +32.2% | -61.3% | -39.4% |
| 3Y | +102.4% | +126.0% | -23.6% | +29.7% |
| All | +173.5% | +74.6% | +98.9% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling