-17.8%
FNGG vs SPY
+72.1%
-89.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -0.8% |
| 7D | +6.6% | +2.6% | +4.0% | -1.7% |
| 30D | -18.5% | -2.0% | -16.5% | -12.1% |
| 3M | -17.0% | -2.8% | -14.2% | -7.7% |
| 6M | -6.3% | +2.1% | -8.4% | -9.5% |
| YTD | +9.4% | +11.5% | -2.1% | -19.1% |
| 1Y | +1.7% | +13.5% | -11.8% | -28.8% |
| 3Y | +225.2% | +77.7% | +147.5% | -43.2% |
| All | -17.8% | +72.1% | -89.9% | -77.5% |
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