+80.7%
FOCT vs SPY
+136.5%
-55.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -0.1% | -0.4% | +0.3% | +0.1% |
| 30D | +0.3% | -1.4% | +1.7% | +1.2% |
| 3M | +3.7% | +3.7% | 0.0% | +1.3% |
| 6M | +9.7% | +13.0% | -3.3% | +1.6% |
| YTD | +9.5% | +12.4% | -2.9% | +1.7% |
| 1Y | +14.9% | +18.5% | -3.6% | +3.3% |
| 3Y | +41.5% | +77.6% | -36.1% | -1.9% |
| 5Y | +56.0% | +81.7% | -25.7% | +4.9% |
| All | +80.7% | +136.5% | -55.8% | +0.9% |
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 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