+14.8%
SPY vs FN
-25.7%
+40.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.6% | +2.1% |
| 7D | -0.7% | -7.0% | +6.3% | -0.2% |
| 30D | -1.0% | -24.7% | +23.7% | +1.0% |
| 3M | -0.3% | -35.7% | +35.3% | +2.6% |
| 6M | +7.3% | -52.4% | +59.7% | +12.9% |
| YTD | +13.3% | -25.0% | +38.3% | +12.3% |
| 1Y | +14.8% | -25.7% | +40.5% | +13.2% |
| All | +14.8% | -25.7% | +40.5% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling