-30.0%
FOCL vs SPY
+81.8%
-111.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.7% |
| 7D | -2.3% | +0.5% | -2.9% | -2.6% |
| 30D | -32.3% | -0.9% | -31.4% | -32.1% |
| 3M | -8.5% | +3.9% | -12.4% | -10.0% |
| 6M | +1.9% | +14.5% | -12.6% | -3.9% |
| YTD | +28.0% | +12.9% | +15.0% | +21.8% |
| 1Y | +53.6% | +19.4% | +34.3% | +43.3% |
| 3Y | -32.7% | +78.5% | -111.2% | -44.2% |
| 5Y | -30.0% | +81.8% | -111.7% | -43.5% |
| All | -30.0% | +81.8% | -111.7% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling