+71.8%
FCLD vs SPY
+85.5%
-13.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.1% |
| 7D | -0.1% | -0.4% | +0.3% | +0.5% |
| 30D | +2.2% | -1.4% | +3.6% | +4.3% |
| 3M | +18.2% | +3.7% | +14.5% | +12.5% |
| 6M | +55.1% | +13.0% | +42.1% | +31.0% |
| YTD | +47.1% | +12.4% | +34.7% | +25.4% |
| 1Y | +50.1% | +18.5% | +31.5% | +18.9% |
| 3Y | +118.0% | +77.6% | +40.4% | -0.6% |
| All | +71.8% | +85.5% | -13.7% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling