+178.4%
FCF vs SPY
+315.0%
-136.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -1.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.3% |
| 30D | +6.9% | -3.3% | +10.2% | +10.1% |
| 3M | -1.2% | -2.4% | +1.3% | +0.8% |
| 6M | +15.3% | +2.6% | +12.7% | +11.6% |
| YTD | +28.8% | +11.2% | +17.6% | +14.9% |
| 1Y | +37.9% | +13.4% | +24.5% | +20.5% |
| 3Y | +86.2% | +79.9% | +6.3% | +1.4% |
| 5Y | +57.2% | +72.2% | -15.0% | -11.2% |
| 10Y | +178.4% | +307.3% | -128.9% | -43.1% |
| All | +178.4% | +315.0% | -136.6% | -43.1% |
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