+297.8%
FNK vs SPY
+658.4%
-360.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +1.1% | +0.1% | +1.1% | +1.0% |
| 3M | +8.6% | +2.0% | +6.6% | +6.0% |
| 6M | +10.3% | +13.0% | -2.7% | -3.2% |
| YTD | +17.4% | +13.5% | +3.9% | +2.5% |
| 1Y | +16.7% | +20.0% | -3.2% | -3.9% |
| 3Y | +43.1% | +77.2% | -34.1% | -21.4% |
| 5Y | +53.8% | +81.9% | -28.1% | -17.9% |
| 10Y | +155.2% | +314.1% | -158.8% | -39.5% |
| All | +297.8% | +658.4% | -360.6% | -44.5% |
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 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