+1,280.8%
FBT vs SPY
+756.2%
+524.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | -4.4% | -2.7% | -1.7% | -2.1% |
| 30D | +1.0% | -5.4% | +6.4% | +6.1% |
| 3M | +7.2% | -4.1% | +11.3% | +11.2% |
| 6M | +24.3% | +0.7% | +23.6% | +23.2% |
| YTD | +28.9% | +8.7% | +20.2% | +19.6% |
| 1Y | +36.5% | +10.9% | +25.6% | +24.4% |
| 3Y | +92.2% | +75.0% | +17.2% | +16.4% |
| 5Y | +65.5% | +67.8% | -2.2% | +3.6% |
| 10Y | +218.6% | +312.9% | -94.3% | -10.7% |
| All | +1,280.8% | +756.2% | +524.6% | +117.1% |
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