+53.5%
FBOT vs SPY
+84.3%
-30.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.4% |
| 7D | -0.1% | -0.4% | +0.3% | +0.4% |
| 30D | -3.9% | -1.4% | -2.5% | -2.2% |
| 3M | +0.9% | +3.7% | -2.8% | -3.2% |
| 6M | +9.9% | +13.0% | -3.1% | -4.4% |
| YTD | +15.6% | +12.4% | +3.2% | +1.4% |
| 1Y | +21.6% | +18.5% | +3.0% | +0.6% |
| 3Y | +70.8% | +77.6% | -6.9% | -11.3% |
| All | +53.5% | +84.3% | -30.9% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling