-62.0%
FNKO vs SPY
+72.7%
-134.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.4% |
| 7D | +12.6% | +3.3% | +9.3% | +6.7% |
| 30D | +5.8% | -2.7% | +8.5% | +11.0% |
| 3M | +16.6% | -1.7% | +18.3% | +20.2% |
| 6M | +24.5% | +3.1% | +21.5% | +18.4% |
| YTD | +102.9% | +11.9% | +91.0% | +70.0% |
| 1Y | +87.0% | +12.0% | +75.0% | +57.0% |
| 3Y | +0.1% | +78.2% | -78.0% | -55.4% |
| All | -62.0% | +72.7% | -134.8% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling