+34.8%
FBLA vs SPY
+33.1%
+1.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +1.1% | -2.0% | +3.1% | +1.9% |
| 30D | +1.9% | -1.7% | +3.6% | +2.6% |
| 3M | +11.7% | +4.7% | +6.9% | +9.3% |
| 6M | +21.1% | +12.5% | +8.6% | +14.6% |
| YTD | +24.4% | +11.7% | +12.7% | +18.1% |
| 1Y | +32.8% | +17.5% | +15.3% | +22.7% |
| All | +34.8% | +33.1% | +1.8% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling