+58.8%
FNY vs SPY
+75.5%
-16.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | -2.6% | -2.0% | -0.6% | -0.3% |
| 30D | -5.9% | -1.7% | -4.3% | -4.1% |
| 3M | -1.2% | +4.7% | -5.9% | -6.4% |
| 6M | +7.1% | +12.5% | -5.4% | -6.4% |
| YTD | +9.6% | +11.7% | -2.1% | -3.4% |
| 1Y | +12.4% | +17.5% | -5.1% | -6.2% |
| All | +58.8% | +75.5% | -16.7% | -17.2% |
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 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