+410.9%
FBIZ vs SPY
+312.9%
+98.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.2% |
| 7D | -1.6% | -2.7% | +1.1% | +0.6% |
| 30D | +5.8% | -5.4% | +11.2% | +10.7% |
| 3M | +3.5% | -4.1% | +7.6% | +7.0% |
| 6M | +32.2% | +0.7% | +31.5% | +30.6% |
| YTD | +38.9% | +8.7% | +30.2% | +28.2% |
| 1Y | +47.6% | +10.9% | +36.7% | +33.7% |
| 3Y | +146.0% | +75.0% | +71.0% | +49.7% |
| 5Y | +173.2% | +67.8% | +105.5% | +69.6% |
| All | +410.9% | +312.9% | +98.0% | +42.2% |
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