+184.6%
FNRN vs SPY
+322.5%
-137.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -0.5% | -0.8% | +0.2% | -0.4% |
| 30D | +0.1% | -1.1% | +1.1% | +0.2% |
| 3M | -3.4% | +3.9% | -7.3% | -4.0% |
| 6M | +22.5% | +13.6% | +8.9% | +20.3% |
| YTD | +35.7% | +12.7% | +23.0% | +33.3% |
| 1Y | +49.4% | +17.5% | +31.9% | +45.9% |
| 3Y | +108.1% | +76.9% | +31.2% | +90.4% |
| 5Y | +98.5% | +83.6% | +14.9% | +79.8% |
| All | +184.6% | +322.5% | -137.9% | +118.0% |
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 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