+289.3%
FN vs SPYG
+85.0%
+204.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.3% | +3.3% |
| 7D | -1.7% | +0.4% | -2.1% | -2.2% |
| 30D | -22.0% | -0.4% | -21.5% | -21.2% |
| 3M | -43.0% | +0.5% | -43.5% | -42.4% |
| 6M | -27.7% | +17.5% | -45.2% | -39.8% |
| YTD | -10.5% | +14.3% | -24.9% | -22.4% |
| 1Y | +12.5% | +21.7% | -9.2% | -8.3% |
| 3Y | +153.8% | +98.6% | +55.2% | +31.9% |
| All | +289.3% | +85.0% | +204.2% | +114.1% |
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