+3,692.5%
FCN vs SPY
+1,909.9%
+1,782.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -1.0% | +0.1% | -1.0% | -1.0% |
| 3M | -2.8% | +2.0% | -4.8% | -4.2% |
| 6M | -8.1% | +13.0% | -21.1% | -14.7% |
| YTD | -11.2% | +13.5% | -24.7% | -17.8% |
| 1Y | -10.0% | +20.0% | -29.9% | -19.4% |
| 3Y | -17.2% | +77.2% | -94.4% | -41.3% |
| 5Y | +9.1% | +81.9% | -72.7% | -25.2% |
| 10Y | +239.1% | +314.1% | -75.0% | +38.4% |
| All | +3,692.5% | +1,909.9% | +1,782.6% | +527.6% |
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