-1.2%
FCNCO vs SPY
+73.6%
-74.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -2.9% | -0.8% | -2.1% | -2.6% |
| 30D | -2.8% | -1.1% | -1.8% | -2.5% |
| 3M | -2.0% | +3.9% | -5.8% | -3.2% |
| 6M | -8.7% | +13.6% | -22.3% | -12.6% |
| YTD | -2.2% | +12.7% | -14.9% | -6.1% |
| 1Y | -7.2% | +17.5% | -24.7% | -12.2% |
| 3Y | +14.7% | +76.9% | -62.2% | -8.0% |
| All | -1.2% | +73.6% | -74.8% | -23.4% |
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 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