+42.1%
FCF vs SPY
+14.6%
+27.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.2% |
| 7D | +3.3% | -0.7% | +4.0% | +3.4% |
| 30D | +5.5% | -1.0% | +6.6% | +5.8% |
| 3M | -1.4% | -0.3% | -1.0% | -1.3% |
| 6M | +18.2% | +7.3% | +10.9% | +15.1% |
| YTD | +30.3% | +13.3% | +17.0% | +23.6% |
| 1Y | +42.1% | +14.8% | +27.3% | +34.2% |
| All | +42.1% | +14.6% | +27.4% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling