+20.5%
FCXG vs SPY
+12.6%
+7.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.5% | +11.8% | +13.9% |
| 7D | +11.8% | +0.5% | +11.2% | +8.0% |
| 30D | +18.1% | -0.9% | +19.0% | +22.8% |
| 3M | +31.8% | +3.9% | +28.0% | +10.3% |
| 6M | +36.1% | +14.5% | +21.6% | -22.8% |
| All | +20.5% | +12.6% | +7.9% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling