+26.6%
FCOR vs SPY
+311.3%
-284.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | +0.2% | +0.5% | -0.4% | +0.1% |
| 30D | -0.6% | -0.9% | +0.3% | -0.5% |
| 3M | -0.7% | +3.9% | -4.6% | -1.2% |
| 6M | -1.6% | +14.5% | -16.1% | -3.1% |
| YTD | -0.8% | +12.9% | -13.7% | -2.2% |
| 1Y | 0.0% | +19.4% | -19.3% | -2.0% |
| 3Y | +17.3% | +78.5% | -61.1% | +9.5% |
| 5Y | -0.1% | +81.8% | -81.8% | -7.4% |
| 10Y | +26.6% | +311.5% | -284.9% | +11.6% |
| All | +26.6% | +311.3% | -284.7% | +11.6% |
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