-21.7%
FC vs SPY
+2,954.7%
-2,976.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -10.8% | -2.7% | -8.1% | -8.9% |
| 30D | -10.5% | -5.4% | -5.1% | -6.8% |
| 3M | -24.6% | -4.1% | -20.5% | -22.3% |
| 6M | -28.1% | +0.7% | -28.8% | -28.5% |
| YTD | -3.8% | +8.7% | -12.4% | -9.5% |
| 1Y | +1.6% | +10.9% | -9.3% | -5.9% |
| 3Y | -53.8% | +75.0% | -128.8% | -68.8% |
| 5Y | -64.2% | +67.8% | -132.0% | -75.1% |
| 10Y | -10.3% | +312.9% | -323.1% | -64.0% |
| All | -21.7% | +2,954.7% | -2,976.4% | -88.2% |
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