+4.9%
FCA vs SPY
+81.0%
-76.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | -1.3% | -1.4% | +0.1% | -0.6% |
| 3M | -7.3% | +3.7% | -11.0% | -9.1% |
| 6M | -15.4% | +13.0% | -28.4% | -20.4% |
| YTD | -1.3% | +12.4% | -13.7% | -7.0% |
| 1Y | -1.2% | +18.5% | -19.7% | -9.2% |
| 3Y | +62.8% | +77.6% | -14.8% | +23.5% |
| 5Y | +4.9% | +81.7% | -76.8% | -23.1% |
| All | +4.9% | +81.0% | -76.1% | -23.1% |
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