-85.2%
FBLG vs SPY
+14.6%
-99.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.1% |
| 7D | +0.2% | -0.7% | +0.9% | +0.2% |
| 30D | -17.9% | -1.0% | -16.8% | -17.9% |
| 3M | +17.9% | -0.3% | +18.2% | +18.0% |
| 6M | -29.8% | +7.3% | -37.1% | -29.1% |
| YTD | -78.5% | +13.3% | -91.8% | -75.0% |
| 1Y | -85.2% | +14.8% | -100.0% | -82.9% |
| All | -85.2% | +14.6% | -99.8% | -82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling