+303.9%
SPY vs FN
+753.0%
-449.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.3% | -1.7% |
| 7D | -2.7% | 0.0% | -2.7% | -3.2% |
| 30D | -5.4% | -34.3% | +28.9% | +0.8% |
| 3M | -4.1% | -39.9% | +35.8% | +2.8% |
| 6M | +0.7% | -51.8% | +52.5% | +10.6% |
| YTD | +8.7% | -28.1% | +36.8% | +8.4% |
| 1Y | +10.9% | -29.1% | +40.0% | +10.3% |
| 3Y | +75.0% | +102.4% | -27.5% | +31.8% |
| 5Y | +67.8% | +171.7% | -103.9% | +14.0% |
| All | +303.9% | +753.0% | -449.1% | +116.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling