-96.7%
FNGR vs SPY
+251.6%
-348.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -29.0% | -0.4% | -28.6% | -28.6% |
| 7D | -32.7% | +2.6% | -35.3% | -34.4% |
| 30D | -58.2% | -2.0% | -56.3% | -57.0% |
| 3M | -72.5% | -2.8% | -69.7% | -71.2% |
| 6M | -92.9% | +2.1% | -95.0% | -93.0% |
| YTD | -93.8% | +11.5% | -105.3% | -94.4% |
| 1Y | -94.0% | +13.5% | -107.4% | -94.6% |
| 3Y | -98.4% | +77.7% | -176.1% | -99.1% |
| 5Y | -98.9% | +72.6% | -171.5% | -99.4% |
| All | -96.7% | +251.6% | -348.3% | -98.9% |
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