+208.9%
FCPT vs SPY
+334.9%
-126.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.4% |
| 7D | -0.4% | +2.6% | -3.0% | -2.6% |
| 30D | +9.6% | -2.0% | +11.6% | +11.1% |
| 3M | -5.8% | -2.8% | -3.0% | -3.9% |
| 6M | -1.1% | +2.1% | -3.2% | -4.0% |
| YTD | +6.4% | +11.5% | -5.1% | -4.8% |
| 1Y | +3.3% | +13.5% | -10.1% | -9.1% |
| 3Y | +27.2% | +77.7% | -50.5% | -29.9% |
| 5Y | +8.4% | +72.6% | -64.2% | -39.6% |
| 10Y | +110.0% | +308.2% | -198.2% | -46.7% |
| All | +208.9% | +334.9% | -126.0% | -26.2% |
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