+71.4%
FXNC vs SPY
+79.8%
-8.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -0.2% | -2.0% | +1.8% | +0.5% |
| 30D | -3.0% | -1.7% | -1.3% | -2.4% |
| 3M | +5.2% | +4.7% | +0.5% | +3.3% |
| 6M | +17.1% | +12.5% | +4.6% | +11.7% |
| YTD | +24.7% | +11.7% | +12.9% | +19.2% |
| 1Y | +35.8% | +17.5% | +18.3% | +27.4% |
| 3Y | +82.3% | +76.6% | +5.8% | +53.8% |
| 5Y | +71.4% | +82.0% | -10.6% | +44.0% |
| All | +71.4% | +79.8% | -8.3% | +44.0% |
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