+79.9%
FOCT vs SPY
+128.7%
-48.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -1.8% | -2.7% | +0.9% | -0.1% |
| 30D | -2.2% | -5.4% | +3.2% | +1.1% |
| 3M | +0.2% | -4.1% | +4.3% | +2.7% |
| 6M | +3.7% | +0.7% | +3.0% | +3.1% |
| YTD | +9.0% | +8.7% | +0.3% | +3.3% |
| 1Y | +11.0% | +10.9% | +0.2% | +3.9% |
| 3Y | +44.9% | +75.0% | -30.1% | +1.2% |
| 5Y | +50.8% | +67.8% | -17.0% | +5.7% |
| All | +79.9% | +128.7% | -48.8% | +2.5% |
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 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