+158.7%
FCFS vs SPY
+77.4%
+81.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +8.7% | +0.1% | +8.6% | +8.7% |
| 3M | +1.6% | +2.0% | -0.4% | +0.8% |
| 6M | +16.1% | +13.0% | +3.1% | +10.7% |
| YTD | +42.4% | +13.5% | +28.9% | +35.4% |
| 1Y | +50.9% | +20.0% | +30.9% | +40.1% |
| All | +158.7% | +77.4% | +81.3% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling