+8.3%
FCXG vs SPY
+13.7%
-5.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.7% | -8.8% |
| 7D | -15.2% | +0.3% | -15.4% | -16.2% |
| 30D | +13.1% | +0.2% | +12.9% | +11.4% |
| 3M | -4.1% | +2.8% | -6.9% | -12.8% |
| 6M | -0.8% | +14.3% | -15.0% | -41.8% |
| All | +8.3% | +13.7% | -5.4% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling