+974.6%
FCF vs SPY
+3,091.8%
-2,117.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.2% |
| 7D | +2.4% | +0.1% | +2.2% | +2.2% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | +13.4% | +2.0% | +11.4% | +10.6% |
| 6M | +21.2% | +13.0% | +8.2% | +6.6% |
| YTD | +29.3% | +13.5% | +15.7% | +13.0% |
| 1Y | +22.0% | +20.0% | +2.1% | +0.7% |
| 3Y | +77.0% | +77.2% | -0.1% | -2.0% |
| 5Y | +89.0% | +81.9% | +7.1% | +0.2% |
| 10Y | +185.2% | +314.1% | -128.8% | -32.9% |
| All | +974.6% | +3,091.8% | -2,117.2% | +15.8% |
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