+36.2%
FCOR vs SPY
+357.0%
-320.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +0.5% | -2.7% | +3.2% | +0.8% |
| 30D | +2.3% | -5.4% | +7.7% | +2.8% |
| 3M | -0.5% | -4.1% | +3.6% | -0.1% |
| 6M | -1.4% | +0.7% | -2.1% | -1.5% |
| YTD | -0.9% | +8.7% | -9.6% | -1.8% |
| 1Y | -0.6% | +10.9% | -11.4% | -1.6% |
| 3Y | +19.3% | +75.0% | -55.6% | +12.9% |
| 5Y | -0.5% | +67.8% | -68.3% | -6.1% |
| 10Y | +27.8% | +312.9% | -285.0% | +17.4% |
| All | +36.2% | +357.0% | -320.8% | +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