+205.8%
FBCG vs SPY
+164.8%
+41.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | +0.9% | +0.1% | +0.8% | +0.7% |
| 30D | -0.5% | +0.1% | -0.5% | -0.5% |
| 3M | -1.8% | +2.0% | -3.8% | -4.3% |
| 6M | +17.5% | +13.0% | +4.5% | -0.3% |
| YTD | +13.7% | +13.5% | +0.2% | -4.1% |
| 1Y | +20.7% | +20.0% | +0.8% | -5.4% |
| 3Y | +102.4% | +77.2% | +25.2% | -5.8% |
| 5Y | +81.2% | +81.9% | -0.7% | -16.5% |
| All | +205.8% | +164.8% | +41.0% | -7.8% |
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