+43.6%
FCAP vs SPY
+9.9%
+33.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -0.4% | -2.7% | +2.3% | -0.2% |
| 30D | -3.1% | -5.4% | +2.3% | -3.1% |
| 3M | -2.1% | -4.1% | +2.0% | -2.0% |
| 6M | +13.1% | +0.7% | +12.4% | +14.4% |
| YTD | +7.1% | +8.7% | -1.6% | +11.8% |
| 1Y | +43.6% | +10.9% | +32.8% | +49.5% |
| All | +43.6% | +9.9% | +33.8% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling