-2.3%
FNKO vs SPY
+236.4%
-238.6%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.7% |
| 7D | +2.8% | +2.6% | +0.2% | -1.0% |
| 30D | +8.8% | -2.0% | +10.8% | +12.4% |
| 3M | +15.6% | -2.8% | +18.3% | +20.8% |
| 6M | +31.9% | +2.1% | +29.7% | +28.1% |
| YTD | +103.2% | +11.5% | +91.7% | +75.2% |
| 1Y | +102.6% | +13.5% | +89.2% | +70.6% |
| 3Y | +6.0% | +77.7% | -71.7% | -49.2% |
| 5Y | -61.1% | +72.6% | -133.7% | -80.5% |
| All | -2.3% | +236.4% | -238.6% | -76.2% |
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