+11.0%
FOCL vs SPY
+311.8%
-300.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | 0.0% |
| 7D | -18.7% | -0.9% | -17.8% | -18.2% |
| 30D | -17.9% | -2.4% | -15.6% | -16.6% |
| 3M | -41.3% | -1.2% | -40.1% | -40.8% |
| 6M | -15.3% | +3.3% | -18.6% | -17.3% |
| YTD | +7.3% | +12.3% | -5.0% | -0.4% |
| 1Y | +74.8% | +12.4% | +62.3% | +61.9% |
| 3Y | -29.7% | +78.8% | -108.5% | -52.0% |
| 5Y | -38.9% | +75.2% | -114.1% | -58.3% |
| 10Y | +11.0% | +311.1% | -300.1% | -62.4% |
| All | +11.0% | +311.8% | -300.7% | -62.4% |
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