+115.7%
FSCS vs SPY
+264.7%
-149.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -2.1% | +0.1% | -2.2% | -2.2% |
| 3M | +6.6% | +2.0% | +4.6% | +4.3% |
| 6M | +0.9% | +13.0% | -12.1% | -10.1% |
| YTD | +5.5% | +13.5% | -8.1% | -6.5% |
| 1Y | +1.8% | +20.0% | -18.1% | -14.3% |
| 3Y | +32.0% | +77.2% | -45.1% | -23.3% |
| 5Y | +34.0% | +81.9% | -47.9% | -24.4% |
| All | +115.7% | +264.7% | -149.0% | -28.2% |
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