-93.8%
FNUC vs SPY
+78.7%
-172.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -5.1% | +0.5% | -5.6% | -5.4% |
| 30D | -12.4% | -0.9% | -11.4% | -11.8% |
| 3M | -21.6% | +3.9% | -25.5% | -23.0% |
| 6M | -47.2% | +14.5% | -61.7% | -50.1% |
| YTD | -50.3% | +12.9% | -63.3% | -53.0% |
| 1Y | -59.9% | +19.4% | -79.3% | -61.7% |
| 3Y | -93.8% | +78.5% | -172.2% | -96.6% |
| All | -93.8% | +78.7% | -172.5% | -96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling