+234.6%
FNY vs SPY
+322.5%
-87.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.1% |
| 7D | -1.9% | -0.8% | -1.2% | -1.1% |
| 30D | -5.9% | -1.1% | -4.8% | -4.7% |
| 3M | -3.8% | +3.9% | -7.7% | -7.7% |
| 6M | +8.4% | +13.6% | -5.2% | -5.5% |
| YTD | +10.7% | +12.7% | -2.0% | -2.5% |
| 1Y | +11.2% | +17.5% | -6.3% | -6.2% |
| 3Y | +60.3% | +76.9% | -16.6% | -12.5% |
| 5Y | +36.3% | +83.6% | -47.3% | -28.0% |
| All | +234.6% | +322.5% | -87.9% | -28.1% |
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 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