+826.8%
FBIZ vs SPY
+823.6%
+3.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +1.8% | +0.1% | +1.8% | +1.8% |
| 3M | +26.8% | +2.0% | +24.8% | +25.7% |
| 6M | +34.2% | +13.0% | +21.2% | +27.7% |
| YTD | +36.4% | +13.5% | +22.8% | +29.5% |
| 1Y | +42.4% | +20.0% | +22.4% | +32.2% |
| 3Y | +139.7% | +77.2% | +62.5% | +93.2% |
| 5Y | +194.2% | +81.9% | +112.4% | +133.3% |
| 10Y | +309.3% | +314.1% | -4.8% | +172.3% |
| All | +826.8% | +823.6% | +3.2% | +553.2% |
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 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