-71.6%
FULC vs SPY
+184.1%
-255.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.2% |
| 7D | -0.3% | -0.4% | +0.1% | +0.2% |
| 30D | +2.4% | -1.4% | +3.8% | +4.4% |
| 3M | +9.1% | +3.7% | +5.4% | +2.6% |
| 6M | -51.6% | +13.0% | -64.6% | -60.0% |
| YTD | -66.0% | +12.4% | -78.4% | -71.9% |
| 1Y | -47.0% | +18.5% | -65.5% | -59.6% |
| 3Y | -26.2% | +77.6% | -103.8% | -69.5% |
| 5Y | -86.2% | +81.7% | -167.9% | -94.3% |
| All | -71.6% | +184.1% | -255.7% | -95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling