-59.9%
FCG vs SPY
+601.0%
-661.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.3% |
| 7D | -14.5% | -2.7% | -11.8% | -11.9% |
| 30D | -5.1% | -5.4% | +0.3% | +1.1% |
| 3M | -0.6% | -4.1% | +3.5% | +3.8% |
| 6M | -4.6% | +0.7% | -5.3% | -7.2% |
| YTD | +21.3% | +8.7% | +12.7% | +5.9% |
| 1Y | +26.4% | +10.9% | +15.5% | +7.3% |
| 3Y | +17.1% | +75.0% | -57.9% | -44.9% |
| 5Y | +70.0% | +67.8% | +2.2% | -17.0% |
| 10Y | +54.8% | +312.9% | -258.1% | -76.4% |
| All | -59.9% | +601.0% | -661.0% | -97.1% |
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