+1,276.8%
FBT vs SPY
+753.5%
+523.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -1.2% |
| 7D | -5.3% | -4.7% | -0.6% | -1.2% |
| 30D | +0.2% | -5.9% | +6.1% | +5.7% |
| 3M | +6.6% | -4.5% | +11.1% | +11.0% |
| 6M | +27.3% | +1.8% | +25.5% | +25.0% |
| YTD | +28.5% | +8.3% | +20.2% | +19.6% |
| 1Y | +35.3% | +9.3% | +26.0% | +24.9% |
| 3Y | +90.4% | +74.9% | +15.6% | +15.4% |
| 5Y | +65.1% | +67.3% | -2.2% | +3.5% |
| 10Y | +217.6% | +311.6% | -93.9% | -10.7% |
| All | +1,276.8% | +753.5% | +523.3% | +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