-70.5%
FC vs SPY
+74.0%
-144.6%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -8.2% | +3.3% | -11.5% | -11.1% |
| 30D | -20.4% | -2.7% | -17.7% | -18.3% |
| 3M | -28.3% | -1.7% | -26.5% | -27.2% |
| 6M | -30.8% | +3.1% | -33.9% | -33.1% |
| YTD | -11.6% | +11.9% | -23.5% | -21.0% |
| 1Y | -2.1% | +12.0% | -14.1% | -12.6% |
| 3Y | -60.8% | +78.2% | -139.0% | -76.3% |
| 5Y | -70.5% | +73.2% | -143.8% | -81.0% |
| All | -70.5% | +74.0% | -144.6% | -81.0% |
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