+417.0%
FNY vs SPY
+650.7%
-233.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -0.3% | -0.4% | +0.1% | +0.1% |
| 30D | -4.5% | -1.4% | -3.2% | -3.1% |
| 3M | -1.7% | +3.7% | -5.4% | -5.3% |
| 6M | +8.3% | +13.0% | -4.7% | -4.5% |
| YTD | +11.1% | +12.4% | -1.2% | -1.4% |
| 1Y | +13.7% | +18.5% | -4.9% | -4.4% |
| 3Y | +61.4% | +77.6% | -16.2% | -10.5% |
| 5Y | +36.0% | +81.7% | -45.7% | -25.7% |
| 10Y | +239.7% | +319.7% | -79.9% | -18.8% |
| All | +417.0% | +650.7% | -233.7% | -26.0% |
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