+2,625.3%
FN vs SPY
+805.8%
+1,819.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.4% | -9.8% | -8.3% |
| 7D | -16.0% | -4.7% | -11.3% | -9.8% |
| 30D | -40.1% | -5.9% | -34.2% | -34.4% |
| 3M | -43.9% | -4.5% | -39.4% | -39.5% |
| 6M | -55.6% | +1.8% | -57.4% | -55.5% |
| YTD | -35.7% | +8.3% | -44.0% | -39.7% |
| 1Y | -39.8% | +9.3% | -49.2% | -43.8% |
| 3Y | +80.3% | +74.9% | +5.4% | +0.1% |
| 5Y | +143.3% | +67.3% | +76.0% | +42.9% |
| 10Y | +682.3% | +311.6% | +370.7% | +48.1% |
| All | +2,625.3% | +805.8% | +1,819.5% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling