+247.5%
FCN vs SPY
+318.9%
-71.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -2.0% | -2.0% | 0.0% | -1.1% |
| 30D | -1.6% | -1.7% | 0.0% | -0.9% |
| 3M | -5.9% | +4.7% | -10.6% | -7.9% |
| 6M | -7.4% | +12.5% | -19.9% | -12.6% |
| YTD | -12.0% | +11.7% | -23.7% | -16.7% |
| 1Y | -7.0% | +17.5% | -24.5% | -14.1% |
| 3Y | -14.4% | +76.6% | -91.0% | -35.4% |
| 5Y | +11.4% | +82.0% | -70.6% | -18.2% |
| All | +247.5% | +318.9% | -71.4% | +30.2% |
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