-5.9%
FBDC vs SPY
+24.9%
-30.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.3% |
| 7D | -1.8% | -0.4% | -1.4% | -1.6% |
| 30D | -2.1% | -1.4% | -0.7% | -1.2% |
| 3M | +4.9% | +3.7% | +1.2% | +2.5% |
| 6M | +7.8% | +13.0% | -5.2% | -0.7% |
| YTD | -3.5% | +12.4% | -15.9% | -10.8% |
| 1Y | -8.1% | +18.5% | -26.6% | -17.6% |
| All | -5.9% | +24.9% | -30.7% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling