-22.6%
FNKO vs SPY
+239.9%
-262.6%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | -0.2% |
| 7D | -3.7% | -0.8% | -2.9% | -2.6% |
| 30D | -7.6% | -1.1% | -6.5% | -6.2% |
| 3M | +0.9% | +3.9% | -2.9% | -4.8% |
| 6M | +21.7% | +13.6% | +8.1% | +1.2% |
| YTD | +60.9% | +12.7% | +48.2% | +36.1% |
| 1Y | +61.4% | +17.5% | +43.9% | +29.6% |
| 3Y | -21.3% | +76.9% | -98.2% | -62.2% |
| 5Y | -69.6% | +83.6% | -153.2% | -86.0% |
| All | -22.6% | +239.9% | -262.6% | -81.5% |
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