+376.7%
FFC vs SPY
+1,262.2%
-885.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | -1.6% | +0.1% | -1.6% | -1.7% |
| 3M | +1.3% | +2.0% | -0.7% | -0.4% |
| 6M | -0.6% | +13.0% | -13.7% | -9.6% |
| YTD | +0.6% | +13.5% | -13.0% | -8.9% |
| 1Y | +4.5% | +20.0% | -15.5% | -9.3% |
| 3Y | +46.1% | +77.2% | -31.1% | -7.6% |
| 5Y | -0.4% | +81.9% | -82.2% | -39.7% |
| 10Y | +51.6% | +314.1% | -262.5% | -54.2% |
| All | +376.7% | +1,262.2% | -885.5% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling