+755.5%
FN vs SPY
+308.5%
+447.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -3.6% |
| 7D | +20.8% | +3.3% | +17.5% | +16.1% |
| 30D | -17.3% | -2.7% | -14.6% | -13.0% |
| 3M | -38.1% | -1.7% | -36.4% | -35.6% |
| 6M | -44.2% | +3.1% | -47.3% | -44.8% |
| YTD | -22.3% | +11.9% | -34.2% | -29.9% |
| 1Y | -20.9% | +12.0% | -32.9% | -28.2% |
| 3Y | +111.1% | +78.2% | +32.9% | +18.0% |
| 5Y | +191.8% | +73.2% | +118.6% | +68.9% |
| All | +755.5% | +308.5% | +447.0% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling