+221.7%
FBP vs SPY
+3,091.8%
-2,870.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | +1.8% | +0.1% | +1.7% | +1.6% |
| 30D | -1.2% | +0.1% | -1.2% | -1.3% |
| 3M | +18.2% | +2.0% | +16.2% | +14.9% |
| 6M | +36.2% | +13.0% | +23.2% | +16.9% |
| YTD | +40.9% | +13.5% | +27.4% | +20.3% |
| 1Y | +30.8% | +20.0% | +10.9% | +4.4% |
| 3Y | +117.3% | +77.2% | +40.1% | +8.3% |
| 5Y | +164.2% | +81.9% | +82.3% | +27.6% |
| 10Y | +616.2% | +314.1% | +302.2% | +40.9% |
| All | +221.7% | +3,091.8% | -2,870.1% | -84.5% |
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 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