+481.4%
FNX vs SPY
+627.7%
-146.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -0.8% | +0.1% | -0.9% | -0.9% |
| 3M | +2.5% | +2.0% | +0.5% | +0.5% |
| 6M | +8.1% | +13.0% | -4.9% | -4.1% |
| YTD | +15.5% | +13.5% | +1.9% | +2.0% |
| 1Y | +17.2% | +20.0% | -2.7% | -1.8% |
| 3Y | +52.3% | +77.2% | -24.9% | -12.3% |
| 5Y | +49.5% | +81.9% | -32.4% | -15.7% |
| 10Y | +201.8% | +314.1% | -112.3% | -18.4% |
| All | +481.4% | +627.7% | -146.3% | +0.2% |
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