+4,251.6%
FBNC vs SPY
+3,059.5%
+1,192.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | -0.9% | -1.4% | +0.4% | +0.3% |
| 3M | +7.3% | +3.7% | +3.6% | +3.5% |
| 6M | +17.0% | +13.0% | +4.0% | +4.3% |
| YTD | +27.3% | +12.4% | +14.9% | +14.0% |
| 1Y | +18.7% | +18.5% | +0.2% | +1.3% |
| 3Y | +146.8% | +77.6% | +69.1% | +46.3% |
| 5Y | +77.2% | +81.7% | -4.5% | +1.8% |
| 10Y | +294.2% | +319.7% | -25.4% | +9.4% |
| All | +4,251.6% | +3,059.5% | +1,192.1% | +708.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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