+629.7%
FXNC vs SPY
+899.4%
-269.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.7% |
| 7D | +1.4% | +0.5% | +0.8% | +1.3% |
| 30D | -2.8% | -0.9% | -1.9% | -2.7% |
| 3M | +5.9% | +3.9% | +2.0% | +5.4% |
| 6M | +18.0% | +14.5% | +3.5% | +16.0% |
| YTD | +23.9% | +12.9% | +11.0% | +22.0% |
| 1Y | +34.3% | +19.4% | +14.9% | +31.3% |
| 3Y | +81.2% | +78.5% | +2.8% | +70.1% |
| 5Y | +67.6% | +81.8% | -14.1% | +56.6% |
| 10Y | +259.4% | +311.5% | -52.1% | +217.0% |
| All | +629.7% | +899.4% | -269.8% | +498.2% |
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