+199.8%
FNX vs SPY
+311.8%
-111.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.8% |
| 7D | -0.6% | -0.9% | +0.3% | +0.3% |
| 30D | +4.5% | -2.4% | +6.9% | +7.1% |
| 3M | -2.0% | -1.2% | -0.9% | -1.0% |
| 6M | +3.7% | +3.3% | +0.4% | -0.2% |
| YTD | +14.4% | +12.3% | +2.1% | +0.5% |
| 1Y | +16.5% | +12.4% | +4.1% | +2.3% |
| 3Y | +66.0% | +78.8% | -12.8% | -12.3% |
| 5Y | +42.5% | +75.2% | -32.7% | -23.0% |
| 10Y | +199.8% | +311.1% | -111.3% | -38.7% |
| All | +199.8% | +311.8% | -111.9% | -38.7% |
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 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