+1,027.2%
FCBC vs SPY
+2,929.0%
-1,901.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +1.6% | +0.1% | +1.6% | +1.6% |
| 3M | +15.1% | +2.0% | +13.1% | +12.7% |
| 6M | +23.4% | +13.0% | +10.4% | +10.7% |
| YTD | +53.3% | +13.5% | +39.8% | +36.9% |
| 1Y | +37.1% | +20.0% | +17.1% | +16.8% |
| 3Y | +86.3% | +77.2% | +9.1% | +13.8% |
| 5Y | +103.0% | +81.9% | +21.1% | +19.2% |
| 10Y | +210.1% | +314.1% | -104.0% | -7.0% |
| All | +1,027.2% | +2,929.0% | -1,901.8% | +102.0% |
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