-59.3%
FCG vs SPY
+615.0%
-674.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 7D | -6.9% | -0.6% | -6.3% | -6.5% |
| 30D | -5.1% | -3.7% | -1.4% | -1.2% |
| 3M | -4.1% | -2.7% | -1.4% | -1.6% |
| 6M | -0.6% | +2.2% | -2.8% | -5.0% |
| YTD | +23.4% | +10.8% | +12.5% | +5.0% |
| 1Y | +24.0% | +11.2% | +12.8% | +4.9% |
| 3Y | +25.0% | +76.5% | -51.4% | -41.8% |
| 5Y | +79.2% | +72.9% | +6.2% | -15.9% |
| 10Y | +50.3% | +304.8% | -254.6% | -76.5% |
| All | -59.3% | +615.0% | -674.3% | -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