+173.5%
FN vs SPYG
+63.1%
+110.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.9% | +10.8% | +10.4% |
| 7D | 0.0% | -3.6% | +3.6% | +6.2% |
| 30D | -34.3% | -11.2% | -23.1% | -21.3% |
| 3M | -39.9% | -8.1% | -31.8% | -30.8% |
| 6M | -51.8% | -3.3% | -48.5% | -47.5% |
| YTD | -28.1% | +5.5% | -33.7% | -29.0% |
| 1Y | -29.1% | +7.0% | -36.0% | -30.4% |
| 3Y | +102.4% | +89.5% | +13.0% | +16.0% |
| All | +173.5% | +63.1% | +110.4% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling