-100.0%
FNGD vs SPY
+204.7%
-304.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +1.6% |
| 7D | -10.1% | +2.6% | -12.7% | +0.1% |
| 30D | +26.8% | -2.0% | +28.8% | +22.3% |
| 3M | +19.7% | -2.8% | +22.5% | +13.8% |
| 6M | -13.8% | +2.1% | -15.9% | +6.4% |
| YTD | -40.9% | +11.5% | -52.3% | +9.6% |
| 1Y | -35.3% | +13.5% | -48.8% | +30.1% |
| 3Y | -95.9% | +77.7% | -173.6% | -17.4% |
| 5Y | -99.1% | +72.6% | -171.7% | -56.4% |
| All | -100.0% | +204.7% | -304.7% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling