+890.0%
FN vs SPYG
+410.1%
+480.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.8% |
| 7D | +3.5% | +1.2% | +2.3% | +2.0% |
| 30D | -26.0% | -1.6% | -24.4% | -24.3% |
| 3M | -33.3% | +3.4% | -36.6% | -35.0% |
| 6M | -14.9% | +18.9% | -33.8% | -28.8% |
| YTD | -8.6% | +13.8% | -22.4% | -18.8% |
| 1Y | +12.3% | +20.6% | -8.3% | -5.4% |
| 3Y | +174.4% | +100.5% | +73.9% | +44.9% |
| 5Y | +296.4% | +84.6% | +211.8% | +125.0% |
| 10Y | +890.0% | +410.8% | +479.2% | +50.0% |
| All | +890.0% | +410.1% | +480.0% | +50.0% |
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