+72.2%
SPY vs FN
+206.7%
-134.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.9% | -9.5% | +0.6% |
| 7D | +0.1% | +16.3% | -16.2% | -2.5% |
| 30D | -3.3% | -24.7% | +21.4% | 0.0% |
| 3M | -2.4% | -34.9% | +32.5% | +2.4% |
| 6M | +2.6% | -41.1% | +43.7% | +7.9% |
| YTD | +11.2% | -19.6% | +30.9% | +8.9% |
| 1Y | +13.4% | -18.5% | +31.9% | +10.2% |
| 3Y | +79.9% | +119.1% | -39.2% | +36.0% |
| 5Y | +72.2% | +206.9% | -134.8% | +11.0% |
| All | +72.2% | +206.7% | -134.5% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling