+1,679.6%
FNB vs SPY
+3,015.5%
-1,335.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | -0.1% | -0.6% | +0.5% | +0.5% |
| 30D | +6.9% | -3.7% | +10.6% | +10.8% |
| 3M | -3.1% | -2.7% | -0.3% | -0.6% |
| 6M | +3.4% | +2.2% | +1.2% | +0.6% |
| YTD | +9.0% | +10.8% | -1.8% | -2.2% |
| 1Y | +16.0% | +11.2% | +4.7% | +3.7% |
| 3Y | +79.6% | +76.5% | +3.1% | +2.4% |
| 5Y | +73.6% | +72.9% | +0.7% | +0.3% |
| 10Y | +89.7% | +304.8% | -215.1% | -49.0% |
| All | +1,679.6% | +3,015.5% | -1,335.9% | +123.3% |
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