+473.2%
FYC vs SPY
+644.7%
-171.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +1.5% | +2.6% | -1.1% | -1.3% |
| 30D | +1.2% | -2.0% | +3.2% | +3.6% |
| 3M | -8.7% | -2.8% | -5.9% | -5.6% |
| 6M | -0.4% | +2.1% | -2.5% | -2.6% |
| YTD | +17.4% | +11.5% | +5.9% | +4.3% |
| 1Y | +24.7% | +13.5% | +11.3% | +8.7% |
| 3Y | +109.7% | +77.7% | +32.0% | +11.2% |
| 5Y | +44.3% | +72.6% | -28.3% | -20.3% |
| 10Y | +246.1% | +308.2% | -62.1% | -22.3% |
| All | +473.2% | +644.7% | -171.5% | -28.7% |
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