-70.1%
FNKO vs SPY
+80.9%
-150.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.3% |
| 7D | -10.0% | -0.4% | -9.7% | -9.6% |
| 30D | -12.9% | -1.4% | -11.5% | -11.0% |
| 3M | +4.1% | +3.7% | +0.3% | -2.4% |
| 6M | +19.5% | +13.0% | +6.5% | -2.3% |
| YTD | +58.5% | +12.4% | +46.1% | +31.3% |
| 1Y | +61.9% | +18.5% | +43.3% | +24.1% |
| 3Y | -24.1% | +77.6% | -101.7% | -66.4% |
| All | -70.1% | +80.9% | -150.9% | -87.0% |
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