+3,689.8%
FN vs SPYG
+1,154.8%
+2,535.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.3% | +3.3% |
| 7D | -1.7% | +0.4% | -2.1% | -2.1% |
| 30D | -22.0% | -0.4% | -21.5% | -21.3% |
| 3M | -43.0% | +0.5% | -43.5% | -42.4% |
| 6M | -27.7% | +17.5% | -45.2% | -38.8% |
| YTD | -10.5% | +14.3% | -24.9% | -21.3% |
| 1Y | +12.5% | +21.7% | -9.2% | -6.8% |
| 3Y | +153.8% | +98.6% | +55.2% | +29.7% |
| 5Y | +288.0% | +85.1% | +202.9% | +110.9% |
| 10Y | +906.4% | +412.0% | +494.4% | +57.3% |
| All | +3,689.8% | +1,154.8% | +2,535.0% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling