-99.7%
FBLG vs SPY
+60.7%
-160.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | -9.7% | -0.4% | -9.4% | -9.7% |
| 30D | +79.6% | -1.4% | +81.0% | +80.2% |
| 3M | +89.2% | +3.7% | +85.5% | +86.8% |
| 6M | -78.0% | +13.0% | -91.0% | -78.7% |
| YTD | -60.9% | +12.4% | -73.3% | -62.0% |
| 1Y | -83.6% | +18.5% | -102.2% | -84.4% |
| All | -99.7% | +60.7% | -160.4% | -98.5% |
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