-72.4%
FULC vs SPY
+181.2%
-253.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -2.9% |
| 7D | +1.9% | +0.1% | +1.8% | +1.5% |
| 30D | -1.3% | -3.3% | +2.0% | +3.3% |
| 3M | -4.4% | -2.4% | -2.0% | -1.5% |
| 6M | -46.9% | +2.6% | -49.5% | -49.8% |
| YTD | -67.1% | +11.2% | -78.3% | -72.5% |
| 1Y | -51.2% | +13.4% | -64.6% | -60.7% |
| 3Y | +9.7% | +79.9% | -70.2% | -56.0% |
| 5Y | -80.9% | +72.2% | -153.1% | -91.4% |
| All | -72.4% | +181.2% | -253.7% | -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