+152.8%
FCVT vs SPY
+312.9%
-160.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -5.1% | -2.7% | -2.4% | -3.4% |
| 30D | -13.6% | -5.4% | -8.2% | -10.3% |
| 3M | -14.4% | -4.1% | -10.3% | -11.9% |
| 6M | -17.4% | +0.7% | -18.1% | -17.5% |
| YTD | 0.0% | +8.7% | -8.7% | -4.7% |
| 1Y | -1.0% | +10.9% | -11.8% | -6.8% |
| 3Y | +48.9% | +75.0% | -26.1% | +4.7% |
| 5Y | +7.0% | +67.8% | -60.8% | -23.3% |
| All | +152.8% | +312.9% | -160.1% | +12.4% |
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 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