+810.3%
SPYM vs FN
+2,575.5%
-1,765.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -14.2% | +9.9% | -2.4% |
| 7D | -4.7% | -16.0% | +11.2% | -2.7% |
| 30D | -5.9% | -40.1% | +34.2% | +0.4% |
| 3M | -4.5% | -43.9% | +39.4% | +2.1% |
| 6M | +1.9% | -55.6% | +57.5% | +11.3% |
| YTD | +8.4% | -35.7% | +44.1% | +10.5% |
| 1Y | +9.4% | -39.8% | +49.3% | +12.2% |
| 3Y | +75.3% | +80.3% | -5.0% | +46.5% |
| 5Y | +67.9% | +143.3% | -75.4% | +31.3% |
| 10Y | +314.8% | +682.3% | -367.5% | +173.9% |
| All | +810.3% | +2,575.5% | -1,765.2% | +428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling