+36.0%
FBUF vs SPY
+51.8%
-15.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -0.4% | -0.4% | -0.1% | -0.2% |
| 30D | -0.4% | -1.4% | +1.0% | +0.4% |
| 3M | +4.9% | +3.7% | +1.2% | +2.8% |
| 6M | +8.1% | +13.0% | -4.9% | +0.9% |
| YTD | +8.3% | +12.4% | -4.1% | +1.3% |
| 1Y | +13.9% | +18.5% | -4.6% | +3.5% |
| All | +36.0% | +51.8% | -15.9% | +8.9% |
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