-3.3%
FFC vs SPY
+9.9%
-13.1%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +1.9% | -2.7% | +4.6% | +3.0% |
| 30D | +2.8% | -5.4% | +8.2% | +5.1% |
| 3M | -5.1% | -4.1% | -1.0% | -3.5% |
| 6M | -3.2% | +0.7% | -3.9% | -3.6% |
| YTD | -3.1% | +8.7% | -11.7% | -7.7% |
| 1Y | -3.3% | +10.9% | -14.1% | -8.4% |
| All | -3.3% | +9.9% | -13.1% | -8.4% |
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 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