+755.5%
FN vs SPYG
+397.7%
+357.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.8% |
| 7D | +20.8% | +4.2% | +16.6% | +15.4% |
| 30D | -17.3% | -7.4% | -9.9% | -7.5% |
| 3M | -38.1% | -5.3% | -32.8% | -32.3% |
| 6M | -44.2% | -1.2% | -43.1% | -41.2% |
| YTD | -22.3% | +9.0% | -31.3% | -25.7% |
| 1Y | -20.9% | +8.8% | -29.7% | -23.6% |
| 3Y | +111.1% | +92.8% | +18.3% | +20.1% |
| 5Y | +191.8% | +69.3% | +122.5% | +87.1% |
| All | +755.5% | +397.7% | +357.8% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling