-76.0%
FNG vs SPY
+2.1%
-78.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +1.7% | -14.2% | -22.4% |
| 7D | -17.1% | -0.7% | -16.4% | -12.9% |
| 30D | -48.7% | -1.0% | -47.7% | -43.1% |
| 3M | -67.5% | -0.3% | -67.1% | -64.2% |
| All | -76.0% | +2.1% | -78.2% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · Available span rolling