+264.3%
FYC vs SPY
+322.5%
-58.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.4% |
| 7D | -2.3% | -0.8% | -1.5% | -1.4% |
| 30D | -5.2% | -1.1% | -4.1% | -4.0% |
| 3M | -0.5% | +3.9% | -4.3% | -4.8% |
| 6M | +19.1% | +13.6% | +5.5% | +2.8% |
| YTD | +21.7% | +12.7% | +9.0% | +6.1% |
| 1Y | +31.7% | +17.5% | +14.2% | +9.6% |
| 3Y | +100.2% | +76.9% | +23.3% | +3.7% |
| 5Y | +66.5% | +83.6% | -17.1% | -16.6% |
| All | +264.3% | +322.5% | -58.1% | -33.3% |
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