-7.2%
FSCO vs SPY
+12.3%
-19.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +0.2% |
| 7D | +5.0% | +0.1% | +4.9% | +4.8% |
| 30D | +5.6% | -3.3% | +8.9% | +7.8% |
| 3M | +7.8% | -2.4% | +10.2% | +9.3% |
| 6M | +9.0% | +2.6% | +6.5% | +6.6% |
| YTD | -6.8% | +11.2% | -18.0% | -14.4% |
| All | -7.2% | +12.3% | -19.6% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling