+570.9%
FBL vs SPY
+96.2%
+474.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | +0.4% |
| 7D | +11.9% | +0.5% | +11.4% | +10.4% |
| 30D | +5.6% | -0.9% | +6.6% | +8.7% |
| 3M | +2.1% | +3.9% | -1.8% | -7.8% |
| 6M | -21.6% | +14.5% | -36.1% | -45.3% |
| YTD | -28.1% | +12.9% | -41.0% | -47.6% |
| 1Y | -48.0% | +19.4% | -67.3% | -67.2% |
| 3Y | +91.8% | +78.5% | +13.4% | -54.6% |
| All | +570.9% | +96.2% | +474.8% | +22.8% |
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