+30.6%
FBIOP vs SPY
+236.4%
-205.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | -3.2% | +2.6% | -5.8% | -4.2% |
| 30D | -12.9% | -2.0% | -10.9% | -12.2% |
| 3M | -24.9% | -2.8% | -22.1% | -24.0% |
| 6M | +5.6% | +2.1% | +3.4% | +4.6% |
| YTD | +51.3% | +11.5% | +39.8% | +44.5% |
| 1Y | +119.9% | +13.5% | +106.4% | +108.5% |
| 3Y | +34.8% | +77.7% | -42.9% | +3.2% |
| 5Y | -22.6% | +72.6% | -95.2% | -40.2% |
| All | +30.6% | +236.4% | -205.7% | -20.1% |
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 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