+195.8%
FBK vs SPY
+314.7%
-118.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.1% |
| 7D | -3.6% | -2.0% | -1.6% | -1.6% |
| 30D | -10.5% | -1.7% | -8.9% | -9.0% |
| 3M | +2.2% | +4.7% | -2.6% | -2.8% |
| 6M | +7.4% | +12.5% | -5.1% | -5.4% |
| YTD | -0.5% | +11.7% | -12.2% | -11.7% |
| 1Y | +4.8% | +17.5% | -12.7% | -11.8% |
| 3Y | +95.6% | +76.6% | +19.1% | +8.9% |
| 5Y | +45.9% | +82.0% | -36.1% | -21.7% |
| All | +195.8% | +314.7% | -118.8% | -28.7% |
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 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