+1,989.7%
FNV vs SPY
+614.0%
+1,375.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +3.5% | +0.5% | +2.9% | +3.3% |
| 30D | +10.8% | -0.9% | +11.7% | +11.2% |
| 3M | +23.3% | +3.9% | +19.5% | +21.4% |
| 6M | +2.1% | +14.5% | -12.4% | -3.1% |
| YTD | +28.0% | +12.9% | +15.1% | +22.2% |
| 1Y | +34.5% | +19.4% | +15.1% | +25.7% |
| 3Y | +94.9% | +78.5% | +16.5% | +54.6% |
| 5Y | +90.1% | +81.8% | +8.4% | +48.6% |
| 10Y | +290.9% | +311.5% | -20.7% | +114.8% |
| All | +1,989.7% | +614.0% | +1,375.8% | +666.1% |
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