-19.6%
FBIOP vs SPY
+67.5%
-87.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -1.7% | -2.7% | +1.0% | -1.0% |
| 30D | -17.7% | -5.4% | -12.3% | -16.4% |
| 3M | -25.6% | -4.1% | -21.5% | -24.7% |
| 6M | +3.8% | +0.7% | +3.1% | +3.5% |
| YTD | +56.4% | +8.7% | +47.7% | +52.7% |
| 1Y | +117.3% | +10.9% | +106.4% | +111.0% |
| 3Y | +55.0% | +75.0% | -19.9% | +27.8% |
| All | -19.6% | +67.5% | -87.1% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling