+143.3%
FN vs SPG
+75.4%
+67.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.9% | -13.4% | -13.9% |
| 7D | -16.0% | +5.0% | -21.0% | -17.8% |
| 30D | -40.1% | +12.3% | -52.4% | -43.3% |
| 3M | -43.9% | +1.9% | -45.8% | -44.5% |
| 6M | -55.6% | +14.4% | -70.1% | -59.1% |
| YTD | -35.7% | +26.5% | -62.2% | -43.7% |
| 1Y | -39.8% | +30.7% | -70.5% | -48.3% |
| 3Y | +80.3% | +122.6% | -42.3% | +16.3% |
| 5Y | +143.3% | +73.3% | +70.0% | +60.3% |
| All | +143.3% | +75.4% | +67.8% | +60.3% |
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