+174.6%
FBIZ vs SPY
+72.4%
+102.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -1.9% | -0.6% | -1.3% | -1.6% |
| 30D | +8.4% | -3.7% | +12.1% | +10.9% |
| 3M | +7.3% | -2.7% | +10.1% | +9.0% |
| 6M | +33.6% | +2.2% | +31.4% | +31.2% |
| YTD | +40.8% | +10.8% | +30.0% | +31.1% |
| 1Y | +47.8% | +11.2% | +36.5% | +37.2% |
| 3Y | +147.4% | +76.5% | +70.9% | +76.9% |
| All | +174.6% | +72.4% | +102.3% | +86.9% |
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