+3,689.8%
FN vs SPY
+849.4%
+2,840.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.6% |
| 7D | -1.7% | +0.1% | -1.8% | -1.9% |
| 30D | -22.0% | +0.1% | -22.0% | -21.9% |
| 3M | -43.0% | +2.0% | -45.0% | -43.8% |
| 6M | -27.7% | +13.0% | -40.8% | -37.1% |
| YTD | -10.5% | +13.5% | -24.1% | -22.1% |
| 1Y | +12.5% | +20.0% | -7.5% | -7.7% |
| 3Y | +153.8% | +77.2% | +76.6% | +36.4% |
| 5Y | +288.0% | +81.9% | +206.1% | +102.6% |
| 10Y | +906.4% | +314.1% | +592.4% | +87.5% |
| All | +3,689.8% | +849.4% | +2,840.3% | +152.9% |
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