+79.7%
FNCL vs SPY
+75.1%
+4.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | +0.9% | -2.7% | +3.6% | +3.1% |
| 30D | +5.9% | -5.4% | +11.3% | +10.6% |
| 3M | -1.6% | -4.1% | +2.5% | +1.7% |
| 6M | +9.8% | +0.7% | +9.1% | +8.7% |
| YTD | +5.2% | +8.7% | -3.5% | -2.5% |
| 1Y | +10.6% | +10.9% | -0.3% | +0.7% |
| 3Y | +79.7% | +75.0% | +4.8% | +11.6% |
| All | +79.7% | +75.1% | +4.7% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling