+42.4%
FOCL vs SPY
+312.5%
-270.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.1% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | -30.9% | -1.4% | -29.5% | -30.3% |
| 3M | -7.1% | +3.7% | -10.8% | -9.5% |
| 6M | +0.2% | +13.0% | -12.8% | -7.7% |
| YTD | +27.7% | +12.4% | +15.3% | +18.5% |
| 1Y | +50.0% | +18.5% | +31.5% | +34.6% |
| 3Y | -32.9% | +77.6% | -110.5% | -53.8% |
| 5Y | -31.0% | +81.7% | -112.7% | -54.1% |
| 10Y | +42.4% | +319.7% | -277.3% | -40.3% |
| All | +42.4% | +312.5% | -270.1% | -40.3% |
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