+321.7%
FCFS vs SPY
+308.5%
+13.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -3.1% | +3.3% | -6.4% | -5.7% |
| 30D | -17.0% | -2.7% | -14.3% | -15.0% |
| 3M | -14.9% | -1.7% | -13.2% | -13.6% |
| 6M | -20.9% | +3.1% | -24.0% | -22.7% |
| YTD | +14.7% | +11.9% | +2.8% | +4.5% |
| 1Y | +13.4% | +12.0% | +1.4% | +3.3% |
| 3Y | +72.2% | +78.2% | -6.0% | +2.4% |
| 5Y | +145.4% | +73.2% | +72.2% | +48.6% |
| All | +321.7% | +308.5% | +13.2% | +8.6% |
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