-99.4%
FNGD vs SPY
+81.0%
-180.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -2.5% |
| 7D | -0.6% | -0.4% | -0.2% | -1.9% |
| 30D | +2.0% | -1.4% | +3.4% | -3.4% |
| 3M | -28.7% | +3.7% | -32.4% | -10.7% |
| 6M | -54.7% | +13.0% | -67.7% | -11.2% |
| YTD | -48.9% | +12.4% | -61.3% | 0.0% |
| 1Y | -49.6% | +18.5% | -68.1% | +30.9% |
| 3Y | -96.8% | +77.6% | -174.5% | -3.2% |
| 5Y | -99.4% | +81.7% | -181.1% | -45.5% |
| All | -99.4% | +81.0% | -180.4% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling