+261.7%
FXNC vs SPY
+322.5%
-60.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | -2.0% | -1.1% | -1.0% | -1.7% |
| 3M | +5.7% | +3.9% | +1.8% | +4.4% |
| 6M | +18.8% | +13.6% | +5.1% | +14.2% |
| YTD | +25.3% | +12.7% | +12.6% | +20.7% |
| 1Y | +35.5% | +17.5% | +18.0% | +29.0% |
| 3Y | +78.7% | +76.9% | +1.8% | +53.7% |
| 5Y | +72.3% | +83.6% | -11.3% | +45.9% |
| All | +261.7% | +322.5% | -60.8% | +164.6% |
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