+618.0%
FNRN vs SPY
+894.3%
-276.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.4% | -2.0% | +1.6% | -0.3% |
| 30D | -0.4% | -1.7% | +1.2% | -0.3% |
| 3M | -3.1% | +4.7% | -7.9% | -3.4% |
| 6M | +24.2% | +12.5% | +11.7% | +23.5% |
| YTD | +35.7% | +11.7% | +24.0% | +34.9% |
| 1Y | +50.2% | +17.5% | +32.8% | +49.0% |
| 3Y | +107.2% | +76.6% | +30.6% | +101.0% |
| 5Y | +98.6% | +82.0% | +16.5% | +92.1% |
| 10Y | +184.8% | +317.1% | -132.4% | +167.0% |
| All | +618.0% | +894.3% | -276.3% | +583.7% |
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 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