-100.0%
FNGD vs SPY
+207.9%
-307.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.6% | +0.5% |
| 7D | +2.1% | -0.8% | +2.9% | -0.8% |
| 30D | -2.8% | -1.1% | -1.8% | -6.0% |
| 3M | -28.0% | +3.9% | -31.8% | -12.1% |
| 6M | -55.3% | +13.6% | -68.9% | -17.3% |
| YTD | -49.1% | +12.7% | -61.7% | -6.6% |
| 1Y | -49.3% | +17.5% | -66.8% | +14.1% |
| 3Y | -96.6% | +76.9% | -173.5% | -34.5% |
| 5Y | -99.4% | +83.6% | -183.0% | -65.7% |
| All | -100.0% | +207.9% | -307.9% | -96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling