+852.8%
FBIZ vs SPY
+781.2%
+71.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.3% | -1.4% |
| 7D | +1.5% | -4.7% | +6.2% | +3.4% |
| 30D | +5.9% | -5.9% | +11.8% | +8.4% |
| 3M | +4.7% | -4.5% | +9.2% | +6.6% |
| 6M | +34.0% | +1.8% | +32.3% | +32.9% |
| YTD | +40.2% | +8.3% | +31.9% | +35.5% |
| 1Y | +47.5% | +9.3% | +38.1% | +42.0% |
| 3Y | +142.3% | +74.9% | +67.4% | +96.4% |
| 5Y | +175.8% | +67.3% | +108.5% | +125.5% |
| 10Y | +414.5% | +311.6% | +103.0% | +247.5% |
| All | +852.8% | +781.2% | +71.6% | +583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling