-25.4%
FN vs SPYG
+7.6%
-33.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -3.9% | -2.7% |
| 7D | -4.1% | -1.9% | -2.1% | +1.6% |
| 30D | -28.3% | -9.2% | -19.2% | -8.0% |
| 3M | -33.9% | -6.8% | -27.1% | -19.3% |
| 6M | -43.9% | -2.6% | -41.3% | -37.1% |
| YTD | -23.4% | +7.5% | -30.9% | -29.6% |
| 1Y | -25.4% | +6.7% | -32.1% | -28.8% |
| All | -25.4% | +7.6% | -33.0% | -28.8% |
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