+150.9%
FBIZ vs SPY
+78.0%
+72.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +0.4% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +9.3% | -3.3% | +12.6% | +12.0% |
| 3M | +7.1% | -2.4% | +9.5% | +8.9% |
| 6M | +34.6% | +2.6% | +32.0% | +31.1% |
| YTD | +42.0% | +11.2% | +30.7% | +29.0% |
| 1Y | +50.7% | +13.4% | +37.3% | +34.5% |
| 3Y | +150.9% | +79.9% | +71.0% | +24.3% |
| All | +150.9% | +78.0% | +72.9% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling