-91.8%
FNGR vs SPY
+256.1%
-347.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -3.5% |
| 7D | -8.3% | +0.5% | -8.8% | -8.8% |
| 30D | -36.1% | -0.9% | -35.2% | -35.4% |
| 3M | -71.7% | +3.9% | -75.6% | -72.9% |
| 6M | -83.8% | +14.5% | -98.4% | -86.0% |
| YTD | -84.6% | +12.9% | -97.6% | -86.4% |
| 1Y | -88.3% | +19.4% | -107.6% | -90.1% |
| 3Y | -97.1% | +78.5% | -175.6% | -98.4% |
| 5Y | -96.8% | +81.8% | -178.6% | -98.3% |
| All | -91.8% | +256.1% | -347.9% | -97.4% |
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