+143.3%
FN vs SPY
+67.0%
+76.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.4% | -9.8% | -7.0% |
| 7D | -16.0% | -4.7% | -11.3% | -8.4% |
| 30D | -40.1% | -5.9% | -34.2% | -33.1% |
| 3M | -43.9% | -4.5% | -39.4% | -38.6% |
| 6M | -55.6% | +1.8% | -57.4% | -55.5% |
| YTD | -35.7% | +8.3% | -44.0% | -40.5% |
| 1Y | -39.8% | +9.3% | -49.2% | -44.6% |
| 3Y | +80.3% | +74.9% | +5.4% | -3.1% |
| 5Y | +143.3% | +67.3% | +76.0% | +35.8% |
| All | +143.3% | +67.0% | +76.3% | +35.8% |
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