-99.9%
FCHL vs SPY
+18.9%
-118.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.0% |
| 7D | -8.3% | -2.0% | -6.3% | -6.8% |
| 30D | -19.1% | -1.7% | -17.4% | -18.0% |
| 3M | -30.2% | +4.7% | -35.0% | -31.9% |
| 6M | -99.0% | +12.5% | -111.5% | -99.0% |
| YTD | -99.1% | +11.7% | -110.8% | -99.1% |
| 1Y | -99.9% | +17.5% | -117.4% | -100.0% |
| All | -99.9% | +18.9% | -118.9% | -100.0% |
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