+36.7%
FCOR vs SPY
+377.5%
-340.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.5% | +0.1% | -0.5% | -0.5% |
| 3M | -1.2% | +2.0% | -3.2% | -1.4% |
| 6M | -1.4% | +13.0% | -14.4% | -2.6% |
| YTD | -0.6% | +13.5% | -14.2% | -1.9% |
| 1Y | +1.0% | +20.0% | -19.0% | -0.8% |
| 3Y | +17.2% | +77.2% | -60.0% | +10.6% |
| 5Y | 0.0% | +81.9% | -81.9% | -6.3% |
| 10Y | +26.8% | +314.1% | -287.3% | +15.8% |
| All | +36.7% | +377.5% | -340.9% | +25.4% |
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