+73.1%
SPYM vs FN
+169.4%
-96.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | +0.6% |
| 7D | +2.6% | +0.3% | +2.3% | +2.4% |
| 30D | -2.0% | -16.5% | +14.5% | -0.2% |
| 3M | -2.8% | -42.1% | +39.3% | +3.6% |
| 6M | +2.2% | -52.9% | +55.0% | +11.1% |
| YTD | +11.5% | -28.0% | +39.5% | +10.9% |
| 1Y | +13.5% | -18.5% | +32.0% | +10.0% |
| 3Y | +78.0% | +93.9% | -15.8% | +37.5% |
| All | +73.1% | +169.4% | -96.3% | +13.5% |
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