+939.7%
FCBC vs SPY
+2,856.6%
-1,916.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.8% |
| 7D | -3.0% | -0.6% | -2.4% | -2.6% |
| 30D | -4.4% | -3.7% | -0.7% | -1.5% |
| 3M | -5.2% | -2.7% | -2.4% | -3.2% |
| 6M | +5.5% | +2.2% | +3.4% | +2.9% |
| YTD | +41.4% | +10.8% | +30.6% | +28.5% |
| 1Y | +44.1% | +11.2% | +32.9% | +30.4% |
| 3Y | +59.5% | +76.5% | -16.9% | -2.4% |
| 5Y | +67.2% | +72.9% | -5.8% | +2.1% |
| 10Y | +170.7% | +304.8% | -134.1% | -17.6% |
| All | +939.7% | +2,856.6% | -1,916.9% | +89.6% |
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