+65.7%
FCNCA vs SPY
+77.0%
-11.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.5% |
| 7D | -1.6% | -0.8% | -0.8% | -0.9% |
| 30D | -4.2% | -1.1% | -3.2% | -3.2% |
| 3M | +2.7% | +3.9% | -1.1% | -1.4% |
| 6M | +17.1% | +13.6% | +3.5% | +2.1% |
| YTD | +1.6% | +12.7% | -11.1% | -10.7% |
| 1Y | +11.1% | +17.5% | -6.4% | -6.7% |
| 3Y | +65.7% | +76.9% | -11.2% | -0.1% |
| All | +65.7% | +77.0% | -11.3% | -0.1% |
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