+29.4%
FCOR vs SPY
+315.0%
-285.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +2.1% | -3.3% | +5.4% | +2.5% |
| 3M | -0.7% | -2.4% | +1.7% | -0.5% |
| 6M | -1.4% | +2.6% | -4.0% | -1.7% |
| YTD | -0.9% | +11.2% | -12.2% | -2.2% |
| 1Y | -0.4% | +13.4% | -13.8% | -1.9% |
| 3Y | +19.0% | +79.9% | -60.9% | +10.9% |
| 5Y | -0.4% | +72.2% | -72.6% | -7.3% |
| 10Y | +29.4% | +307.3% | -277.9% | +15.7% |
| All | +29.4% | +315.0% | -285.6% | +15.7% |
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