-100.0%
FNGD vs SPY
+210.3%
-310.3%
-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% | +1.5% |
| 7D | +1.0% | +0.1% | +0.9% | +1.7% |
| 30D | -5.6% | +0.1% | -5.6% | -4.7% |
| 3M | -20.0% | +2.0% | -22.0% | -7.5% |
| 6M | -57.3% | +13.0% | -70.3% | -22.6% |
| YTD | -50.1% | +13.5% | -63.6% | -5.8% |
| 1Y | -53.5% | +20.0% | -73.5% | +13.1% |
| 3Y | -96.8% | +77.2% | -174.0% | -38.0% |
| 5Y | -99.4% | +81.9% | -181.3% | -66.4% |
| All | -100.0% | +210.3% | -310.3% | -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 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