+1,678.6%
FNB vs SPY
+3,027.0%
-1,348.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | -0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.3% |
| 30D | +6.9% | -3.3% | +10.2% | +10.3% |
| 3M | -3.2% | -2.4% | -0.8% | -1.0% |
| 6M | +3.3% | +2.6% | +0.8% | +0.2% |
| YTD | +8.9% | +11.2% | -2.3% | -2.6% |
| 1Y | +16.7% | +13.4% | +3.3% | +2.4% |
| 3Y | +81.1% | +79.9% | +1.2% | +1.3% |
| 5Y | +74.9% | +72.2% | +2.8% | +1.5% |
| 10Y | +95.8% | +307.3% | -211.5% | -47.7% |
| All | +1,678.6% | +3,027.0% | -1,348.4% | +122.3% |
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