+119.8%
FCLD vs SPY
+78.7%
+41.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -0.9% |
| 7D | -0.3% | +0.5% | -0.9% | -1.1% |
| 30D | +4.9% | -0.9% | +5.8% | +6.4% |
| 3M | +16.1% | +3.9% | +12.2% | +10.2% |
| 6M | +59.1% | +14.5% | +44.6% | +31.9% |
| YTD | +48.3% | +12.9% | +35.4% | +25.6% |
| 1Y | +52.3% | +19.4% | +33.0% | +19.5% |
| 3Y | +119.8% | +78.5% | +41.3% | -2.0% |
| All | +119.8% | +78.7% | +41.1% | -2.0% |
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