+172.8%
FCFS vs SPY
+82.0%
+90.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.0% |
| 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% | +0.5% |
| 6M | +16.1% | +13.0% | +3.1% | +7.5% |
| YTD | +42.4% | +13.5% | +28.9% | +31.4% |
| 1Y | +50.9% | +20.0% | +30.9% | +34.2% |
| 3Y | +154.6% | +77.2% | +77.4% | +68.1% |
| All | +172.8% | +82.0% | +90.8% | +69.7% |
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