+21.9%
FNF vs SPY
+75.1%
-53.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +8.2% | -2.7% | +10.9% | +9.7% |
| 30D | +12.4% | -5.4% | +17.7% | +15.6% |
| 3M | -15.6% | -4.1% | -11.5% | -13.8% |
| 6M | -12.5% | +0.7% | -13.3% | -13.3% |
| YTD | -16.9% | +8.7% | -25.6% | -21.4% |
| 1Y | -13.0% | +10.9% | -23.9% | -18.7% |
| 3Y | +21.9% | +75.0% | -53.1% | -10.2% |
| All | +21.9% | +75.1% | -53.2% | -10.2% |
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