+81.3%
FN vs SPY
+74.5%
+6.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.4% | -9.8% | -4.5% |
| 7D | -16.0% | -4.7% | -11.3% | -5.8% |
| 30D | -40.1% | -5.9% | -34.2% | -30.6% |
| 3M | -43.9% | -4.5% | -39.4% | -36.8% |
| 6M | -55.6% | +1.8% | -57.4% | -55.6% |
| YTD | -35.7% | +8.3% | -44.0% | -42.5% |
| 1Y | -39.8% | +9.3% | -49.2% | -46.6% |
| All | +81.3% | +74.5% | +6.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling