-88.6%
FBGL vs SPY
+28.0%
-116.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +7.9% | -0.4% | +8.3% | +8.4% |
| 30D | -7.9% | -1.4% | -6.6% | -6.6% |
| 3M | -21.2% | +3.7% | -24.9% | -23.9% |
| 6M | -17.9% | +13.0% | -30.9% | -28.7% |
| YTD | -59.4% | +12.4% | -71.8% | -64.8% |
| 1Y | -25.0% | +18.5% | -43.5% | -39.2% |
| All | -88.6% | +28.0% | -116.5% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling