+88.1%
FSCO vs SPY
+95.2%
-7.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.2% |
| 7D | +3.4% | -2.7% | +6.1% | +4.9% |
| 30D | +6.1% | -5.4% | +11.5% | +9.2% |
| 3M | +7.2% | -4.1% | +11.3% | +9.5% |
| 6M | +5.5% | +0.7% | +4.8% | +4.9% |
| YTD | -8.4% | +8.7% | -17.1% | -12.5% |
| 1Y | -6.9% | +10.9% | -17.8% | -12.1% |
| 3Y | +34.1% | +75.0% | -40.9% | +0.6% |
| All | +88.1% | +95.2% | -7.2% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling