+192.1%
FCCO vs SPY
+322.5%
-130.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -1.3% | -0.8% | -0.6% | -1.0% |
| 30D | -0.2% | -1.1% | +0.9% | +0.3% |
| 3M | +7.4% | +3.9% | +3.5% | +5.3% |
| 6M | +22.9% | +13.6% | +9.3% | +15.4% |
| YTD | +16.8% | +12.7% | +4.1% | +10.1% |
| 1Y | +23.9% | +17.5% | +6.4% | +14.4% |
| 3Y | +115.0% | +76.9% | +38.1% | +66.9% |
| 5Y | +102.1% | +83.6% | +18.6% | +53.0% |
| All | +192.1% | +322.5% | -130.4% | +48.0% |
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 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