+131.5%
FNLC vs SPY
+304.1%
-172.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +2.5% | -0.6% | +3.1% | +3.0% |
| 30D | +12.3% | -3.7% | +15.9% | +15.6% |
| 3M | +7.5% | -2.7% | +10.3% | +9.7% |
| 6M | +30.3% | +2.2% | +28.1% | +26.8% |
| YTD | +46.9% | +10.8% | +36.1% | +33.0% |
| 1Y | +53.9% | +11.2% | +42.6% | +38.7% |
| 3Y | +81.5% | +76.5% | +5.0% | +6.7% |
| 5Y | +55.8% | +72.9% | -17.2% | -8.5% |
| 10Y | +131.5% | +304.8% | -173.3% | -46.6% |
| All | +131.5% | +304.1% | -172.6% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling