+0.9%
FCOR vs SPY
+21.3%
-20.4%
-3.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | 0.0% |
| 7D | -0.5% | +0.3% | -0.7% | -0.5% |
| 30D | -0.6% | +0.2% | -0.8% | -0.6% |
| 3M | -1.2% | +2.8% | -3.9% | -1.6% |
| 6M | -1.9% | +14.3% | -16.1% | -3.9% |
| YTD | -0.7% | +14.0% | -14.7% | -2.7% |
| All | +0.9% | +21.3% | -20.4% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling