-3.3%
FCXG vs SPY
+12.6%
-15.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +5.0% |
| 7D | -1.2% | -1.0% | -0.2% | +2.9% |
| 30D | -13.5% | -1.2% | -12.3% | -8.5% |
| 3M | +7.4% | +2.5% | +4.9% | -4.0% |
| 6M | -18.5% | +8.0% | -26.4% | -43.6% |
| All | -3.3% | +12.6% | -15.9% | -40.9% |
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 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 · Available span rolling