+386.1%
FMNB vs SPY
+907.0%
-520.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +1.1% | +0.1% | +1.1% | +1.1% |
| 3M | +15.5% | +2.0% | +13.5% | +14.5% |
| 6M | +24.4% | +13.0% | +11.4% | +18.9% |
| YTD | +23.6% | +13.5% | +10.1% | +17.9% |
| 1Y | +10.1% | +20.0% | -9.8% | +3.0% |
| 3Y | +43.4% | +77.2% | -33.8% | +17.4% |
| 5Y | +31.4% | +81.9% | -50.5% | +6.2% |
| 10Y | +129.6% | +314.1% | -184.4% | +52.6% |
| All | +386.1% | +907.0% | -520.8% | +178.8% |
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