+31.5%
FCOM vs SPY
+81.0%
-49.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | 0.0% | -0.4% | +0.3% | +0.3% |
| 30D | 0.0% | -1.4% | +1.3% | +1.4% |
| 3M | +0.7% | +3.7% | -3.0% | -3.2% |
| 6M | -1.2% | +13.0% | -14.2% | -13.4% |
| YTD | -2.5% | +12.4% | -14.9% | -14.1% |
| 1Y | +1.1% | +18.5% | -17.4% | -15.9% |
| 3Y | +79.5% | +77.6% | +1.9% | -5.3% |
| 5Y | +31.5% | +81.7% | -50.2% | -32.1% |
| All | +31.5% | +81.0% | -49.5% | -32.1% |
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