+327.9%
FNCL vs SPY
+446.4%
-118.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | +11.9% | +2.0% | +9.9% | +9.3% |
| 6M | +13.9% | +13.0% | +0.8% | -0.2% |
| YTD | +7.5% | +13.5% | -6.1% | -6.3% |
| 1Y | +9.5% | +20.0% | -10.5% | -10.0% |
| 3Y | +78.8% | +77.2% | +1.6% | -3.6% |
| 5Y | +67.1% | +81.9% | -14.8% | -12.8% |
| 10Y | +243.0% | +314.1% | -71.1% | -26.0% |
| All | +327.9% | +446.4% | -118.5% | -30.7% |
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