+34.7%
FBLA vs SPY
+34.2%
+0.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.4% |
| 7D | -0.1% | -0.8% | +0.7% | +0.3% |
| 30D | +2.0% | -1.1% | +3.0% | +2.4% |
| 3M | +11.4% | +3.9% | +7.5% | +9.5% |
| 6M | +22.7% | +13.6% | +9.1% | +15.6% |
| YTD | +24.4% | +12.7% | +11.7% | +17.6% |
| 1Y | +31.7% | +17.5% | +14.2% | +21.8% |
| All | +34.7% | +34.2% | +0.5% | +17.9% |
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