+67.9%
FBIOP vs SPY
+239.9%
-172.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.0% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -4.4% | -1.1% | -3.3% | -4.0% |
| 3M | -10.0% | +3.9% | -13.9% | -11.5% |
| 6M | +33.5% | +13.6% | +19.9% | +26.6% |
| YTD | +94.4% | +12.7% | +81.7% | +84.9% |
| 1Y | +102.5% | +17.5% | +85.0% | +89.3% |
| 3Y | +73.8% | +76.9% | -3.1% | +33.6% |
| 5Y | +2.7% | +83.6% | -80.9% | -23.2% |
| All | +67.9% | +239.9% | -172.1% | +2.2% |
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