-71.5%
FULC vs SPY
+187.0%
-258.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.8% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | +2.1% | +0.1% | +2.1% | +2.0% |
| 3M | +14.2% | +2.0% | +12.3% | +9.7% |
| 6M | -53.9% | +13.0% | -66.9% | -61.9% |
| YTD | -66.0% | +13.5% | -79.5% | -72.3% |
| 1Y | -44.0% | +20.0% | -64.0% | -58.1% |
| 3Y | -32.7% | +77.2% | -109.9% | -72.1% |
| 5Y | -86.3% | +81.9% | -168.2% | -94.4% |
| All | -71.5% | +187.0% | -258.5% | -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 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