-89.1%
FBGL vs SPY
+29.3%
-118.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.1% |
| 7D | -7.8% | +0.1% | -7.9% | -7.9% |
| 30D | -8.0% | +0.1% | -8.1% | -8.0% |
| 3M | -26.5% | +2.0% | -28.5% | -28.0% |
| 6M | -21.6% | +13.0% | -34.6% | -31.4% |
| YTD | -61.1% | +13.5% | -74.7% | -66.7% |
| 1Y | -33.7% | +20.0% | -53.7% | -47.0% |
| All | -89.1% | +29.3% | -118.3% | -89.8% |
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