-81.7%
FBRX vs SPY
+166.0%
-247.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | +57.3% | +3.5% | +53.8% | +53.8% |
| 30D | +57.3% | +3.5% | +53.8% | +53.8% |
| 3M | +270.7% | +2.2% | +268.5% | +266.4% |
| 6M | +154.8% | +12.7% | +142.0% | +132.2% |
| YTD | +182.3% | +13.4% | +168.9% | +156.4% |
| 1Y | +585.6% | +19.9% | +565.7% | +494.5% |
| 3Y | +271.5% | +80.4% | +191.1% | +126.6% |
| 5Y | -89.1% | +82.8% | -171.9% | -93.2% |
| All | -81.7% | +166.0% | -247.6% | -91.2% |
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 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