-21.7%
FN vs SPYG
+8.5%
-30.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.7% | +9.2% | +5.3% |
| 7D | +16.3% | 0.0% | +16.3% | +17.7% |
| 30D | -24.7% | -8.4% | -16.4% | -5.4% |
| 3M | -34.9% | -6.2% | -28.7% | -21.9% |
| 6M | -41.1% | -1.8% | -39.3% | -35.3% |
| YTD | -19.6% | +8.4% | -28.0% | -27.6% |
| All | -21.7% | +8.5% | -30.1% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling