+198.4%
FCBC vs SPY
+311.3%
-112.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.4% |
| 7D | +0.1% | +0.5% | -0.5% | -0.4% |
| 30D | -0.1% | -0.9% | +0.8% | +0.7% |
| 3M | +11.9% | +3.9% | +8.0% | +7.8% |
| 6M | +23.5% | +14.5% | +8.9% | +8.6% |
| YTD | +50.4% | +12.9% | +37.5% | +34.0% |
| 1Y | +35.4% | +19.4% | +16.0% | +14.5% |
| 3Y | +82.8% | +78.5% | +4.3% | +6.3% |
| 5Y | +101.8% | +81.8% | +20.0% | +13.4% |
| 10Y | +198.4% | +311.5% | -113.1% | -33.8% |
| All | +198.4% | +311.3% | -112.9% | -33.8% |
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