+55.0%
FCA vs SPY
+653.2%
-598.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +0.4% | +0.1% | +0.3% | +0.3% |
| 3M | -10.3% | +2.0% | -12.3% | -11.5% |
| 6M | -15.2% | +13.0% | -28.2% | -21.9% |
| YTD | -0.4% | +13.5% | -14.0% | -8.6% |
| 1Y | +5.0% | +20.0% | -14.9% | -7.0% |
| 3Y | +61.1% | +77.2% | -16.0% | +8.7% |
| 5Y | +10.8% | +81.9% | -71.1% | -27.9% |
| 10Y | +98.8% | +314.1% | -215.2% | -31.2% |
| All | +55.0% | +653.2% | -598.2% | -63.7% |
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