+1,723.1%
FCAP vs SPY
+907.0%
+816.1%
-68.7%
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% | +0.8% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | -0.5% | +0.1% | -0.5% | -0.5% |
| 3M | +4.0% | +2.0% | +2.0% | +3.5% |
| 6M | +23.7% | +13.0% | +10.7% | +21.0% |
| YTD | +10.8% | +13.5% | -2.8% | +8.2% |
| 1Y | +52.7% | +20.0% | +32.7% | +47.7% |
| 3Y | +114.4% | +77.2% | +37.2% | +93.3% |
| 5Y | +78.3% | +81.9% | -3.6% | +59.1% |
| 10Y | +169.8% | +314.1% | -144.2% | +121.3% |
| All | +1,723.1% | +907.0% | +816.1% | +1,360.2% |
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