+12.5%
FN vs SPY
+20.8%
-8.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +4.3% |
| 7D | -1.7% | +0.1% | -1.8% | -2.1% |
| 30D | -22.0% | +0.1% | -22.0% | -21.9% |
| 3M | -43.0% | +2.0% | -45.0% | -45.0% |
| 6M | -27.7% | +13.0% | -40.8% | -47.3% |
| YTD | -10.5% | +13.5% | -24.1% | -35.3% |
| 1Y | +12.5% | +20.0% | -7.5% | -26.9% |
| All | +12.5% | +20.8% | -8.3% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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