+313.9%
SPYM vs FN
+850.1%
-536.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +0.3% |
| 7D | -0.9% | +8.0% | -8.9% | -2.5% |
| 30D | -2.4% | -19.1% | +16.8% | +0.3% |
| 3M | -1.1% | -29.8% | +28.7% | +3.1% |
| 6M | +3.3% | -43.2% | +46.5% | +10.2% |
| YTD | +12.4% | -18.9% | +31.3% | +9.7% |
| 1Y | +12.5% | -17.9% | +30.4% | +9.0% |
| 3Y | +79.1% | +120.1% | -41.0% | +33.0% |
| 5Y | +75.7% | +206.7% | -131.0% | +16.5% |
| 10Y | +313.9% | +804.7% | -490.8% | +115.7% |
| All | +313.9% | +850.1% | -536.2% | +115.7% |
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