-99.8%
FBLG vs SPY
+59.4%
-159.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.9% | -4.1% |
| 7D | -5.4% | +2.6% | -8.0% | -6.1% |
| 30D | -2.4% | -2.0% | -0.4% | -1.8% |
| 3M | -19.4% | -2.8% | -16.6% | -18.7% |
| 6M | -18.0% | +2.1% | -20.1% | -18.6% |
| YTD | -79.4% | +11.5% | -90.9% | -79.9% |
| 1Y | -86.2% | +13.5% | -99.7% | -86.7% |
| All | -99.8% | +59.4% | -159.3% | -99.2% |
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