-51.2%
FOCL vs SPY
+1,227.9%
-1,279.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -31.9% | +0.1% | -31.9% | -31.9% |
| 3M | -10.2% | +2.0% | -12.2% | -11.2% |
| 6M | -2.4% | +13.0% | -15.4% | -8.2% |
| YTD | +26.1% | +13.5% | +12.6% | +18.8% |
| 1Y | +64.7% | +20.0% | +44.7% | +51.0% |
| 3Y | -46.9% | +77.2% | -124.1% | -59.6% |
| 5Y | -34.5% | +81.9% | -116.4% | -51.8% |
| 10Y | +43.6% | +314.1% | -270.5% | -26.7% |
| All | -51.2% | +1,227.9% | -1,279.0% | -87.8% |
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