+312.2%
FCCO vs SPY
+869.6%
-557.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | +12.8% | +2.0% | +10.8% | +12.3% |
| 6M | +20.8% | +13.0% | +7.8% | +18.4% |
| YTD | +18.4% | +13.5% | +4.8% | +15.9% |
| 1Y | +27.3% | +20.0% | +7.3% | +23.6% |
| 3Y | +112.3% | +77.2% | +35.1% | +95.9% |
| 5Y | +94.2% | +81.9% | +12.3% | +77.9% |
| 10Y | +192.1% | +314.1% | -122.0% | +151.9% |
| All | +312.2% | +869.6% | -557.5% | +253.5% |
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