+89.3%
FSCO vs SPY
+104.0%
-14.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +8.7% | +0.1% | +8.7% | +8.7% |
| 3M | +11.8% | +2.0% | +9.8% | +10.5% |
| 6M | +10.5% | +13.0% | -2.5% | +3.4% |
| YTD | -7.8% | +13.5% | -21.3% | -13.9% |
| 1Y | -18.2% | +20.0% | -38.1% | -25.8% |
| 3Y | +41.2% | +77.2% | -36.0% | +5.0% |
| All | +89.3% | +104.0% | -14.7% | +31.2% |
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