+75.5%
SPYM vs FN
+101.0%
-25.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.4% | -1.1% |
| 7D | -2.7% | 0.0% | -2.6% | -3.0% |
| 30D | -5.4% | -34.3% | +29.0% | -1.1% |
| 3M | -4.1% | -39.9% | +35.8% | +0.8% |
| 6M | +0.8% | -51.8% | +52.6% | +7.8% |
| YTD | +8.8% | -28.1% | +36.9% | +8.4% |
| 1Y | +11.0% | -29.1% | +40.1% | +10.3% |
| 3Y | +75.5% | +102.4% | -26.9% | +41.0% |
| All | +75.5% | +101.0% | -25.5% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling