+41.7%
FBLA vs SPY
+32.8%
+8.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.0% |
| 7D | -0.4% | +2.6% | -3.0% | -1.4% |
| 30D | -0.4% | -2.0% | +1.6% | +0.3% |
| 3M | +6.9% | -2.8% | +9.7% | +8.1% |
| 6M | +20.0% | +2.1% | +17.9% | +18.6% |
| YTD | +30.7% | +11.5% | +19.3% | +24.1% |
| 1Y | +37.1% | +13.5% | +23.7% | +29.0% |
| All | +41.7% | +32.8% | +8.9% | +24.4% |
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