+186.5%
FCOM vs SPY
+307.0%
-120.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +3.6% | +2.6% | +1.0% | +1.0% |
| 30D | -4.0% | -2.0% | -2.0% | -2.2% |
| 3M | -2.6% | -2.8% | +0.2% | 0.0% |
| 6M | -6.6% | +2.1% | -8.7% | -8.7% |
| YTD | -4.8% | +11.5% | -16.3% | -14.7% |
| 1Y | +1.9% | +13.5% | -11.6% | -10.3% |
| 3Y | +72.9% | +77.7% | -4.8% | -2.4% |
| 5Y | +33.1% | +72.6% | -39.6% | -22.3% |
| All | +186.5% | +307.0% | -120.5% | -25.0% |
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