+581.0%
FNF vs SPY
+813.6%
-232.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +1.9% |
| 7D | +8.2% | -2.7% | +10.9% | +11.1% |
| 30D | +12.4% | -5.4% | +17.7% | +18.4% |
| 3M | -15.6% | -4.1% | -11.5% | -12.2% |
| 6M | -12.5% | +0.7% | -13.3% | -13.9% |
| YTD | -16.9% | +8.7% | -25.6% | -24.5% |
| 1Y | -13.0% | +10.9% | -23.9% | -22.7% |
| 3Y | +21.9% | +75.0% | -53.1% | -34.0% |
| 5Y | +16.4% | +67.8% | -51.4% | -34.6% |
| 10Y | +177.8% | +312.9% | -135.1% | -42.0% |
| All | +581.0% | +813.6% | -232.7% | -45.2% |
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 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