-25.3%
FBIN vs SPY
+20.8%
-46.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.7% |
| 7D | -5.3% | +0.1% | -5.4% | -5.4% |
| 30D | -17.1% | +0.1% | -17.1% | -17.2% |
| 3M | +10.3% | +2.0% | +8.3% | +6.8% |
| 6M | -14.1% | +13.0% | -27.1% | -28.2% |
| YTD | -12.3% | +13.5% | -25.8% | -27.3% |
| 1Y | -25.3% | +20.0% | -45.2% | -41.1% |
| All | -25.3% | +20.8% | -46.1% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling