-97.4%
FNGR vs SPY
+76.5%
-173.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.8% |
| 7D | -13.9% | -0.4% | -13.6% | -13.6% |
| 30D | -38.3% | -1.4% | -36.9% | -37.2% |
| 3M | -73.0% | +3.7% | -76.7% | -74.1% |
| 6M | -85.4% | +13.0% | -98.4% | -87.3% |
| YTD | -85.4% | +12.4% | -97.8% | -87.2% |
| 1Y | -90.0% | +18.5% | -108.5% | -91.6% |
| All | -97.4% | +76.5% | -173.9% | -98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling