-19.7%
FNKO vs SPY
+242.6%
-262.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.4% |
| 7D | -20.0% | +0.1% | -20.1% | -20.2% |
| 30D | +0.9% | +0.1% | +0.8% | +0.8% |
| 3M | +7.4% | +2.0% | +5.4% | +4.1% |
| 6M | +22.2% | +13.0% | +9.1% | +2.3% |
| YTD | +67.1% | +13.5% | +53.5% | +39.7% |
| 1Y | +70.6% | +20.0% | +50.6% | +32.9% |
| 3Y | -19.1% | +77.2% | -96.3% | -61.3% |
| 5Y | -70.7% | +81.9% | -152.6% | -86.4% |
| All | -19.7% | +242.6% | -262.2% | -81.0% |
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 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