+173.5%
FN vs SPY
+67.4%
+106.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.3% | +11.3% | +11.1% |
| 7D | 0.0% | -2.7% | +2.7% | +5.2% |
| 30D | -34.3% | -5.4% | -28.9% | -27.2% |
| 3M | -39.9% | -4.1% | -35.8% | -34.6% |
| 6M | -51.8% | +0.7% | -52.5% | -50.8% |
| YTD | -28.1% | +8.7% | -36.8% | -33.8% |
| 1Y | -29.1% | +10.9% | -40.0% | -36.0% |
| 3Y | +102.4% | +75.0% | +27.5% | +8.6% |
| All | +173.5% | +67.4% | +106.1% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling