-93.6%
FBGL vs SPY
+26.2%
-119.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.1% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | -36.2% | -3.7% | -32.5% | -33.6% |
| 3M | -48.1% | -2.7% | -45.4% | -46.5% |
| 6M | -65.3% | +2.2% | -67.4% | -66.1% |
| YTD | -77.1% | +10.8% | -87.9% | -79.9% |
| 1Y | -59.6% | +11.2% | -70.9% | -64.4% |
| All | -93.6% | +26.2% | -119.7% | -93.9% |
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