+260.5%
FCOM vs SPY
+446.4%
-185.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +1.3% | +0.1% | +1.3% | +1.3% |
| 3M | -1.4% | +2.0% | -3.4% | -3.4% |
| 6M | -2.3% | +13.0% | -15.3% | -13.2% |
| YTD | -2.1% | +13.5% | -15.7% | -13.5% |
| 1Y | +3.0% | +20.0% | -16.9% | -13.6% |
| 3Y | +78.9% | +77.2% | +1.7% | +3.2% |
| 5Y | +31.1% | +81.9% | -50.8% | -25.6% |
| 10Y | +181.7% | +314.1% | -132.4% | -21.0% |
| All | +260.5% | +446.4% | -185.9% | -19.2% |
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