+157.2%
FNK vs SPY
+312.9%
-155.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.2% |
| 7D | -0.9% | -2.7% | +1.8% | +1.8% |
| 30D | +6.8% | -5.4% | +12.2% | +12.7% |
| 3M | -0.2% | -4.1% | +3.9% | +3.8% |
| 6M | +7.1% | +0.7% | +6.3% | +5.5% |
| YTD | +15.5% | +8.7% | +6.9% | +4.8% |
| 1Y | +22.3% | +10.9% | +11.4% | +8.6% |
| 3Y | +50.7% | +75.0% | -24.3% | -18.1% |
| 5Y | +44.5% | +67.8% | -23.3% | -17.9% |
| All | +157.2% | +312.9% | -155.7% | -42.5% |
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