+1,368.8%
FNGO vs SPY
+201.9%
+1,167.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | -0.1% |
| 7D | -1.4% | -0.8% | -0.6% | +0.5% |
| 30D | +1.1% | -1.1% | +2.2% | +4.1% |
| 3M | +16.5% | +3.9% | +12.6% | +7.5% |
| 6M | +45.6% | +13.6% | +32.0% | +9.7% |
| YTD | +28.9% | +12.7% | +16.2% | -0.3% |
| 1Y | +22.0% | +17.5% | +4.5% | -14.0% |
| 3Y | +281.6% | +76.9% | +204.7% | +16.2% |
| 5Y | +215.2% | +83.6% | +131.6% | +11.2% |
| All | +1,368.8% | +201.9% | +1,167.0% | +138.8% |
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 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