+175.6%
FN vs SPYG
+67.3%
+108.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.4% | -6.0% |
| 7D | +0.3% | +2.3% | -2.1% | -2.4% |
| 30D | -16.5% | -6.5% | -10.1% | -6.6% |
| 3M | -42.1% | -6.8% | -35.3% | -34.4% |
| 6M | -52.9% | -3.1% | -49.7% | -48.6% |
| YTD | -28.0% | +8.0% | -36.0% | -30.8% |
| 1Y | -18.5% | +10.2% | -28.7% | -23.1% |
| 3Y | +93.9% | +91.0% | +2.9% | +9.5% |
| All | +175.6% | +67.3% | +108.4% | +69.0% |
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 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