-7.3%
FBDC vs SPY
+24.3%
-31.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | -1.3% | +3.3% | -4.6% | -3.1% |
| 30D | +2.7% | -2.7% | +5.4% | +4.3% |
| 3M | -3.3% | -1.7% | -1.6% | -2.5% |
| 6M | +2.1% | +3.1% | -1.0% | -0.1% |
| YTD | -5.0% | +11.9% | -16.9% | -12.1% |
| 1Y | -3.1% | +12.0% | -15.0% | -10.5% |
| All | -7.3% | +24.3% | -31.6% | -19.6% |
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