+84.8%
FCA vs SPY
+307.0%
-222.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.1% |
| 7D | -3.3% | +2.6% | -5.9% | -4.8% |
| 30D | -6.2% | -2.0% | -4.3% | -5.1% |
| 3M | -12.0% | -2.8% | -9.2% | -10.5% |
| 6M | -28.9% | +2.1% | -31.0% | -29.9% |
| YTD | -13.0% | +11.5% | -24.5% | -18.8% |
| 1Y | -16.9% | +13.5% | -30.4% | -23.4% |
| 3Y | +47.2% | +77.7% | -30.5% | +1.6% |
| 5Y | +8.2% | +72.6% | -64.4% | -24.8% |
| All | +84.8% | +307.0% | -222.3% | -30.6% |
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