-16.0%
FC vs SPY
+315.0%
-331.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -6.7% |
| 7D | -10.7% | +0.1% | -10.8% | -10.9% |
| 30D | -14.7% | -3.3% | -11.3% | -11.6% |
| 3M | -29.0% | -2.4% | -26.6% | -27.3% |
| 6M | -30.1% | +2.6% | -32.6% | -32.3% |
| YTD | -7.7% | +11.2% | -18.9% | -18.3% |
| 1Y | +4.0% | +13.4% | -9.4% | -9.9% |
| 3Y | -57.8% | +79.9% | -137.7% | -77.6% |
| 5Y | -66.2% | +72.2% | -138.3% | -81.3% |
| 10Y | -16.0% | +307.3% | -323.4% | -80.6% |
| All | -16.0% | +315.0% | -331.1% | -80.6% |
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