+960.0%
FCF vs SPY
+2,954.7%
-1,994.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.5% |
| 7D | +0.2% | -2.7% | +2.9% | +2.9% |
| 30D | +6.0% | -5.4% | +11.4% | +11.7% |
| 3M | -1.2% | -4.1% | +2.9% | +2.6% |
| 6M | +14.8% | +0.7% | +14.1% | +13.1% |
| YTD | +27.5% | +8.7% | +18.9% | +16.0% |
| 1Y | +39.0% | +10.9% | +28.1% | +23.7% |
| 3Y | +75.9% | +75.0% | +0.9% | -1.9% |
| 5Y | +55.9% | +67.8% | -11.9% | -10.7% |
| 10Y | +187.7% | +312.9% | -125.1% | -32.4% |
| All | +960.0% | +2,954.7% | -1,994.7% | +18.9% |
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