+153.3%
FCVT vs SPY
+307.0%
-153.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +0.9% | +2.6% | -1.7% | -0.7% |
| 30D | -6.7% | -2.0% | -4.7% | -5.4% |
| 3M | -16.5% | -2.8% | -13.7% | -14.8% |
| 6M | -17.1% | +2.1% | -19.2% | -17.9% |
| YTD | +0.9% | +11.5% | -10.6% | -5.4% |
| 1Y | +2.0% | +13.5% | -11.4% | -5.4% |
| 3Y | +50.1% | +77.7% | -27.6% | +4.5% |
| 5Y | +8.9% | +72.6% | -63.7% | -23.3% |
| All | +153.3% | +307.0% | -153.7% | +12.0% |
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