+102.4%
FN vs SPYG
+90.1%
+12.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.9% | +10.8% | +10.0% |
| 7D | 0.0% | -3.6% | +3.6% | +8.2% |
| 30D | -34.3% | -11.2% | -23.1% | -16.6% |
| 3M | -39.9% | -8.1% | -31.8% | -27.8% |
| 6M | -51.8% | -3.3% | -48.5% | -46.4% |
| YTD | -28.1% | +5.5% | -33.7% | -30.3% |
| 1Y | -29.1% | +7.0% | -36.0% | -31.9% |
| 3Y | +102.4% | +89.5% | +13.0% | -12.6% |
| All | +102.4% | +90.1% | +12.3% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling