+38.2%
FBT vs SPY
+11.9%
+26.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -1.6% | -0.6% | -1.0% | -1.0% |
| 30D | +2.3% | -3.7% | +6.0% | +5.5% |
| 3M | +5.1% | -2.7% | +7.8% | +7.4% |
| 6M | +29.6% | +2.2% | +27.4% | +26.7% |
| YTD | +31.5% | +10.8% | +20.7% | +17.0% |
| 1Y | +38.2% | +11.2% | +27.0% | +22.6% |
| All | +38.2% | +11.9% | +26.3% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling