+312.8%
SPY vs FN
+900.0%
-587.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.9% |
| 7D | +0.1% | -1.7% | +1.8% | +0.4% |
| 30D | +0.1% | -22.0% | +22.0% | +3.7% |
| 3M | +2.0% | -43.0% | +45.0% | +10.7% |
| 6M | +13.0% | -27.7% | +40.8% | +15.6% |
| YTD | +13.5% | -10.5% | +24.1% | +10.4% |
| 1Y | +20.0% | +12.5% | +7.5% | +10.5% |
| 3Y | +77.2% | +153.8% | -76.6% | +29.8% |
| 5Y | +81.9% | +288.0% | -206.1% | +16.7% |
| All | +312.8% | +900.0% | -587.2% | +111.3% |
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