+592.4%
FBL vs SPY
+93.7%
+498.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +6.9% |
| 7D | +10.0% | +2.6% | +7.4% | +2.5% |
| 30D | -26.1% | -2.0% | -24.1% | -21.6% |
| 3M | +8.3% | -2.8% | +11.1% | +18.5% |
| 6M | -6.7% | +2.1% | -8.8% | -10.7% |
| YTD | -25.7% | +11.5% | -37.2% | -43.4% |
| 1Y | -14.7% | +13.5% | -28.2% | -38.0% |
| 3Y | +74.3% | +77.7% | -3.4% | -58.2% |
| All | +592.4% | +93.7% | +498.8% | +32.5% |
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