+54.2%
FNCL vs SPY
+67.0%
-12.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | +1.1% |
| 7D | +0.8% | -4.7% | +5.5% | +5.2% |
| 30D | +5.9% | -5.9% | +11.8% | +11.6% |
| 3M | -1.5% | -4.5% | +3.1% | +2.5% |
| 6M | +10.9% | +1.8% | +9.1% | +8.6% |
| YTD | +5.8% | +8.3% | -2.5% | -2.2% |
| 1Y | +10.9% | +9.3% | +1.5% | +1.6% |
| 3Y | +80.0% | +74.9% | +5.2% | +6.0% |
| 5Y | +54.2% | +67.3% | -13.1% | -6.1% |
| All | +54.2% | +67.0% | -12.8% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling