+161.4%
FCT vs SPY
+955.3%
-793.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.6% | +1.7% | -1.1% | -0.1% |
| 30D | +0.9% | +2.1% | -1.1% | +0.1% |
| 3M | +1.2% | +4.5% | -3.3% | -0.7% |
| 6M | +2.4% | +12.0% | -9.5% | -2.5% |
| YTD | +3.1% | +13.6% | -10.5% | -2.6% |
| 1Y | +7.5% | +22.5% | -15.0% | -1.6% |
| 3Y | +35.7% | +79.5% | -43.8% | +4.5% |
| 5Y | +31.6% | +85.8% | -54.2% | -1.4% |
| 10Y | +73.3% | +313.7% | -240.4% | -10.9% |
| All | +161.4% | +955.3% | -793.9% | -10.9% |
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