+1,157.8%
FNGO vs SPY
+198.7%
+959.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -0.8% |
| 7D | +6.6% | +2.6% | +4.0% | +0.1% |
| 30D | -18.3% | -2.0% | -16.3% | -13.2% |
| 3M | -16.7% | -2.8% | -13.9% | -9.1% |
| 6M | -5.8% | +2.1% | -7.9% | -7.3% |
| YTD | +10.4% | +11.5% | -1.1% | -11.0% |
| 1Y | +1.8% | +13.5% | -11.7% | -21.2% |
| 3Y | +229.8% | +77.7% | +152.1% | 0.0% |
| 5Y | +136.2% | +72.6% | +63.6% | -4.3% |
| All | +1,157.8% | +198.7% | +959.1% | +113.0% |
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 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