+951.6%
FCBC vs SPY
+2,867.5%
-1,915.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -1.3% |
| 7D | -4.0% | +0.1% | -4.1% | -4.2% |
| 30D | -3.3% | -3.3% | +0.1% | -0.7% |
| 3M | -5.0% | -2.4% | -2.6% | -3.3% |
| 6M | +6.7% | +2.6% | +4.2% | +3.8% |
| YTD | +43.1% | +11.2% | +31.8% | +29.6% |
| 1Y | +48.5% | +13.4% | +35.1% | +32.3% |
| 3Y | +63.4% | +79.9% | -16.5% | -1.7% |
| 5Y | +69.5% | +72.2% | -2.7% | +3.9% |
| 10Y | +183.0% | +307.3% | -124.3% | -14.3% |
| All | +951.6% | +2,867.5% | -1,915.9% | +91.2% |
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