+1,399.7%
FNLC vs SPY
+742.1%
+657.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +1.8% |
| 7D | +0.1% | -4.7% | +4.8% | +3.7% |
| 30D | +8.4% | -5.9% | +14.3% | +13.3% |
| 3M | +4.6% | -4.5% | +9.1% | +8.0% |
| 6M | +29.5% | +1.8% | +27.7% | +26.8% |
| YTD | +45.3% | +8.3% | +36.9% | +35.5% |
| 1Y | +50.9% | +9.3% | +41.5% | +39.6% |
| 3Y | +73.4% | +74.9% | -1.4% | +11.0% |
| 5Y | +55.0% | +67.3% | -12.3% | +0.7% |
| 10Y | +148.7% | +311.6% | -162.9% | -16.4% |
| All | +1,399.7% | +742.1% | +657.6% | +191.9% |
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