-92.5%
FNGR vs SPY
+255.4%
-347.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.9% | -8.4% | -8.4% |
| 7D | -12.7% | -0.8% | -11.9% | -12.1% |
| 30D | -40.5% | -1.1% | -39.4% | -39.7% |
| 3M | -71.5% | +3.9% | -75.4% | -72.7% |
| 6M | -86.7% | +13.6% | -100.3% | -88.4% |
| YTD | -86.0% | +12.7% | -98.7% | -87.6% |
| 1Y | -89.8% | +17.5% | -107.3% | -91.3% |
| 3Y | -97.5% | +76.9% | -174.4% | -98.6% |
| 5Y | -97.1% | +83.6% | -180.7% | -98.5% |
| All | -92.5% | +255.4% | -347.9% | -97.6% |
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