+181.4%
FCOM vs SPY
+318.9%
-137.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.0% |
| 7D | -0.8% | -2.0% | +1.2% | +1.1% |
| 30D | +1.3% | -1.7% | +2.9% | +2.9% |
| 3M | +1.9% | +4.7% | -2.9% | -2.7% |
| 6M | -0.7% | +12.5% | -13.2% | -11.6% |
| YTD | -2.2% | +11.7% | -13.9% | -12.4% |
| 1Y | +2.4% | +17.5% | -15.1% | -12.8% |
| 3Y | +80.2% | +76.6% | +3.6% | +2.7% |
| 5Y | +32.8% | +82.0% | -49.3% | -26.0% |
| All | +181.4% | +318.9% | -137.5% | -24.7% |
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