-72.1%
FULC vs SPY
+181.8%
-253.9%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.0% |
| 7D | +1.9% | +2.6% | -0.7% | -1.9% |
| 30D | +2.7% | -2.0% | +4.7% | +5.4% |
| 3M | +1.6% | -2.8% | +4.4% | +5.2% |
| 6M | -48.0% | +2.1% | -50.1% | -50.5% |
| YTD | -66.7% | +11.5% | -78.2% | -72.3% |
| 1Y | -57.1% | +13.5% | -70.6% | -65.4% |
| 3Y | +8.6% | +77.7% | -69.1% | -55.6% |
| 5Y | -79.6% | +72.6% | -152.2% | -90.9% |
| All | -72.1% | +181.8% | -253.9% | -95.3% |
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 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