+1,721.6%
FNB vs SPY
+3,091.8%
-1,370.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | -2.1% | +0.1% | -2.2% | -2.2% |
| 3M | +6.6% | +2.0% | +4.6% | +4.1% |
| 6M | +11.0% | +13.0% | -2.0% | -2.1% |
| YTD | +11.6% | +13.5% | -2.0% | -2.0% |
| 1Y | +14.5% | +20.0% | -5.5% | -4.8% |
| 3Y | +74.6% | +77.2% | -2.6% | -0.6% |
| 5Y | +95.7% | +81.9% | +13.9% | +7.8% |
| 10Y | +118.9% | +314.1% | -195.2% | -42.4% |
| All | +1,721.6% | +3,091.8% | -1,370.2% | +123.6% |
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