-23.5%
FBRT vs SPY
+81.6%
-105.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.7% |
| 7D | -9.4% | -0.8% | -8.7% | -8.9% |
| 30D | -3.4% | -1.1% | -2.3% | -2.5% |
| 3M | -3.3% | +3.9% | -7.2% | -6.1% |
| 6M | -10.1% | +13.6% | -23.7% | -18.6% |
| YTD | -18.6% | +12.7% | -31.2% | -25.8% |
| 1Y | -24.2% | +17.5% | -41.7% | -33.2% |
| 3Y | -22.6% | +76.9% | -99.5% | -51.7% |
| All | -23.5% | +81.6% | -105.0% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling