-72.3%
FULC vs SPY
+183.9%
-256.2%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -1.4% |
| 7D | -0.8% | -0.9% | +0.1% | +0.2% |
| 30D | -0.3% | -2.4% | +2.1% | +2.9% |
| 3M | +1.4% | -1.2% | +2.5% | +2.4% |
| 6M | -46.6% | +3.3% | -49.9% | -50.0% |
| YTD | -66.9% | +12.3% | -79.2% | -72.8% |
| 1Y | -54.1% | +12.4% | -66.6% | -62.5% |
| 3Y | +6.9% | +78.8% | -72.0% | -56.7% |
| 5Y | -79.5% | +75.2% | -154.7% | -91.1% |
| All | -72.3% | +183.9% | -256.2% | -95.4% |
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