+13.3%
FCNCP vs SPY
+186.6%
-173.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -0.5% | +0.5% | -1.1% | -0.7% |
| 30D | +0.3% | -0.9% | +1.2% | +0.6% |
| 3M | 0.0% | +3.9% | -3.9% | -1.3% |
| 6M | -5.5% | +14.5% | -20.0% | -9.7% |
| YTD | +2.6% | +12.9% | -10.3% | -1.5% |
| 1Y | -3.6% | +19.4% | -23.0% | -9.2% |
| 3Y | +16.8% | +78.5% | -61.7% | -4.3% |
| 5Y | -2.6% | +81.8% | -84.4% | -21.6% |
| All | +13.3% | +186.6% | -173.3% | -21.8% |
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