+4,830.3%
FCN vs SPY
+1,887.8%
+2,942.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.8% |
| 7D | -0.6% | -0.9% | +0.4% | -0.2% |
| 30D | +42.8% | -2.4% | +45.2% | +44.4% |
| 3M | +29.0% | -1.2% | +30.2% | +29.5% |
| 6M | +24.0% | +3.3% | +20.7% | +20.9% |
| YTD | +15.4% | +12.3% | +3.1% | +7.1% |
| 1Y | +20.4% | +12.4% | +7.9% | +11.5% |
| 3Y | -10.7% | +78.8% | -89.5% | -37.1% |
| 5Y | +35.7% | +75.2% | -39.5% | -5.2% |
| 10Y | +356.1% | +311.1% | +45.0% | +86.3% |
| All | +4,830.3% | +1,887.8% | +2,942.5% | +718.5% |
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