+66.1%
FFC vs SPY
+308.5%
-242.4%
-54.1%
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% | -1.0% |
| 7D | +1.3% | +3.3% | -2.0% | -0.7% |
| 30D | +0.9% | -2.7% | +3.6% | +2.5% |
| 3M | -6.5% | -1.7% | -4.8% | -5.6% |
| 6M | -3.9% | +3.1% | -7.0% | -5.9% |
| YTD | -4.0% | +11.9% | -15.9% | -10.7% |
| 1Y | -3.9% | +12.0% | -15.9% | -10.7% |
| 3Y | +40.8% | +78.2% | -37.4% | -4.1% |
| 5Y | -4.3% | +73.2% | -77.5% | -34.4% |
| All | +66.1% | +308.5% | -242.4% | -34.4% |
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