+131.2%
FCFS vs SPY
+67.0%
+64.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -0.1% |
| 7D | -0.1% | -4.7% | +4.6% | +3.0% |
| 30D | -11.9% | -5.9% | -6.0% | -8.3% |
| 3M | -9.6% | -4.5% | -5.1% | -6.7% |
| 6M | -16.2% | +1.8% | -18.0% | -16.9% |
| YTD | +18.4% | +8.3% | +10.1% | +12.7% |
| 1Y | +16.7% | +9.3% | +7.3% | +10.4% |
| 3Y | +77.8% | +74.9% | +3.0% | +17.5% |
| 5Y | +131.2% | +67.3% | +64.0% | +49.8% |
| All | +131.2% | +67.0% | +64.2% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling