-20.9%
FN vs SPY
+11.8%
-32.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -3.0% |
| 7D | +20.8% | +3.3% | +17.5% | +9.9% |
| 30D | -17.3% | -2.7% | -14.6% | -8.2% |
| 3M | -38.1% | -1.7% | -36.4% | -33.0% |
| 6M | -44.2% | +3.1% | -47.3% | -46.8% |
| YTD | -22.3% | +11.9% | -34.2% | -41.7% |
| 1Y | -20.9% | +12.0% | -32.9% | -39.9% |
| All | -20.9% | +11.8% | -32.7% | -39.9% |
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