+34.7%
FCOM vs SPY
+74.6%
-39.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.8% |
| 7D | +2.6% | -0.9% | +3.5% | +3.5% |
| 30D | -4.9% | -2.4% | -2.5% | -2.6% |
| 3M | -1.5% | -1.2% | -0.4% | -0.4% |
| 6M | -5.3% | +3.3% | -8.6% | -8.7% |
| YTD | -4.9% | +12.3% | -17.1% | -16.2% |
| 1Y | -0.8% | +12.4% | -13.2% | -12.8% |
| 3Y | +72.4% | +78.8% | -6.4% | -9.9% |
| 5Y | +34.7% | +75.2% | -40.4% | -27.7% |
| All | +34.7% | +74.6% | -39.9% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling