+578.4%
FBL vs SPY
+97.3%
+481.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.9% |
| 7D | +13.4% | +0.1% | +13.3% | +13.2% |
| 30D | +7.8% | +0.1% | +7.8% | +7.9% |
| 3M | -10.7% | +2.0% | -12.6% | -14.6% |
| 6M | -26.1% | +13.0% | -39.1% | -46.5% |
| YTD | -27.3% | +13.5% | -40.8% | -47.8% |
| 1Y | -46.9% | +20.0% | -66.9% | -67.0% |
| 3Y | +95.1% | +77.2% | +17.9% | -52.9% |
| All | +578.4% | +97.3% | +481.1% | +22.3% |
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