+32.2%
FNGU vs SPY
+27.4%
+4.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -0.8% |
| 7D | -0.6% | +0.5% | -1.1% | -2.5% |
| 30D | -4.4% | -0.9% | -3.5% | -0.4% |
| 3M | +13.6% | +3.9% | +9.7% | +1.9% |
| 6M | +60.7% | +14.5% | +46.2% | +4.4% |
| YTD | +26.8% | +12.9% | +13.9% | -12.0% |
| 1Y | +14.6% | +19.4% | -4.8% | -33.5% |
| All | +32.2% | +27.4% | +4.8% | -26.1% |
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