+68.3%
SPYM vs FN
+170.4%
-102.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.4% | -1.4% |
| 7D | -2.7% | 0.0% | -2.6% | -3.1% |
| 30D | -5.4% | -34.3% | +29.0% | -0.2% |
| 3M | -4.1% | -39.9% | +35.8% | +1.7% |
| 6M | +0.8% | -51.8% | +52.6% | +9.2% |
| YTD | +8.8% | -28.1% | +36.9% | +8.3% |
| 1Y | +11.0% | -29.1% | +40.1% | +10.3% |
| 3Y | +75.5% | +102.4% | -26.9% | +34.4% |
| All | +68.3% | +170.4% | -102.1% | +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