+52.9%
FCLD vs SPY
+82.9%
-30.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | -4.2% | -0.6% | -3.6% | -3.5% |
| 30D | -15.4% | -3.7% | -11.7% | -10.6% |
| 3M | -9.0% | -2.7% | -6.3% | -5.1% |
| 6M | +9.8% | +2.2% | +7.6% | +7.0% |
| YTD | +30.9% | +10.8% | +20.1% | +14.0% |
| 1Y | +22.4% | +11.2% | +11.1% | +6.2% |
| 3Y | +99.6% | +76.5% | +23.1% | -8.1% |
| 5Y | +44.9% | +72.9% | -28.0% | -30.6% |
| All | +52.9% | +82.9% | -30.0% | -30.4% |
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 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