-59.9%
FOCL vs SPY
+1,208.6%
-1,268.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -19.8% | +3.3% | -23.1% | -21.0% |
| 30D | -18.8% | -2.7% | -16.1% | -17.7% |
| 3M | -28.2% | -1.7% | -26.5% | -27.6% |
| 6M | -16.4% | +3.1% | -19.5% | -17.8% |
| YTD | +3.6% | +11.9% | -8.2% | -1.7% |
| 1Y | +68.8% | +12.0% | +56.8% | +60.0% |
| 3Y | -32.1% | +78.2% | -110.2% | -48.6% |
| 5Y | -41.6% | +73.2% | -114.8% | -55.9% |
| 10Y | +7.2% | +309.6% | -302.4% | -44.9% |
| All | -59.9% | +1,208.6% | -1,268.5% | -89.9% |
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