+58.7%
FNLC vs SPY
+82.0%
-23.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -0.7% | +0.1% | -0.8% | -0.8% |
| 3M | +21.1% | +2.0% | +19.1% | +19.5% |
| 6M | +26.4% | +13.0% | +13.4% | +17.4% |
| YTD | +38.0% | +13.5% | +24.4% | +27.7% |
| 1Y | +34.4% | +20.0% | +14.4% | +20.3% |
| 3Y | +67.6% | +77.2% | -9.5% | +20.4% |
| All | +58.7% | +82.0% | -23.3% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling