-99.2%
FNUC vs SPY
+72.1%
-171.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.4% |
| 7D | -6.6% | -2.0% | -4.6% | -4.4% |
| 30D | -23.7% | -1.7% | -22.0% | -22.1% |
| 3M | -21.5% | +4.7% | -26.3% | -25.1% |
| 6M | -54.6% | +12.5% | -67.1% | -59.1% |
| YTD | -52.7% | +11.7% | -64.4% | -56.9% |
| 1Y | -63.4% | +17.5% | -80.9% | -67.7% |
| 3Y | -94.1% | +76.6% | -170.6% | -97.1% |
| All | -99.2% | +72.1% | -171.3% | -99.5% |
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