-84.8%
FBLG vs SPY
+20.8%
-105.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +25.7% | +0.1% | +25.6% | +25.6% |
| 30D | +108.5% | +0.1% | +108.5% | +108.3% |
| 3M | +69.2% | +2.0% | +67.2% | +67.0% |
| 6M | -75.9% | +13.0% | -88.9% | -74.8% |
| YTD | -59.8% | +13.5% | -73.3% | -58.3% |
| 1Y | -84.8% | +20.0% | -104.7% | -85.3% |
| All | -84.8% | +20.8% | -105.6% | -85.3% |
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 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