+180.1%
FBCG vs SPY
+160.0%
+20.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | +2.0% | +2.6% | -0.6% | -1.5% |
| 30D | -7.7% | -2.0% | -5.7% | -5.0% |
| 3M | -9.7% | -2.8% | -6.9% | -5.9% |
| 6M | -6.9% | +2.1% | -9.1% | -9.2% |
| YTD | +4.1% | +11.5% | -7.3% | -9.7% |
| 1Y | +6.7% | +13.5% | -6.8% | -9.7% |
| 3Y | +86.8% | +77.7% | +9.1% | -13.3% |
| 5Y | +58.6% | +72.6% | -14.0% | -21.7% |
| All | +180.1% | +160.0% | +20.1% | -13.3% |
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