+20.4%
FNGG vs SPY
+85.4%
-64.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | +0.4% |
| 7D | -5.2% | -2.0% | -3.2% | +1.1% |
| 30D | -2.0% | -1.7% | -0.4% | +3.6% |
| 3M | +19.5% | +4.7% | +14.8% | +4.4% |
| 6M | +42.3% | +12.5% | +29.8% | +0.5% |
| YTD | +25.7% | +11.7% | +14.0% | -8.8% |
| 1Y | +19.5% | +17.5% | +2.1% | -25.7% |
| 3Y | +286.3% | +76.6% | +209.8% | -31.0% |
| All | +20.4% | +85.4% | -64.9% | -74.0% |
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