-1.6%
FCNCO vs SPY
+72.1%
-73.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -3.6% | -2.0% | -1.6% | -3.0% |
| 30D | -2.8% | -1.7% | -1.2% | -2.3% |
| 3M | -2.2% | +4.7% | -6.9% | -3.7% |
| 6M | -9.7% | +12.5% | -22.2% | -13.2% |
| YTD | -2.7% | +11.7% | -14.4% | -6.3% |
| 1Y | -7.4% | +17.5% | -24.9% | -12.4% |
| 3Y | +14.2% | +76.6% | -62.4% | -8.4% |
| All | -1.6% | +72.1% | -73.8% | -23.6% |
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