+602.6%
FNF vs SPY
+854.6%
-252.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.8% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -10.4% | +0.1% | -10.5% | -10.4% |
| 3M | +0.5% | +2.0% | -1.4% | -1.9% |
| 6M | -7.8% | +13.0% | -20.8% | -19.1% |
| YTD | -14.3% | +13.5% | -27.8% | -25.2% |
| 1Y | -18.3% | +20.0% | -38.2% | -32.8% |
| 3Y | +26.7% | +77.2% | -50.5% | -32.0% |
| 5Y | +25.5% | +81.9% | -56.4% | -34.8% |
| 10Y | +160.6% | +314.1% | -153.4% | -45.3% |
| All | +602.6% | +854.6% | -252.0% | -45.7% |
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