+53.4%
FBY vs SPY
+75.4%
-22.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.4% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | +2.1% | +0.1% | +2.1% | +2.1% |
| 3M | -4.9% | +2.0% | -6.9% | -6.8% |
| 6M | -10.4% | +13.0% | -23.4% | -21.8% |
| YTD | -10.0% | +13.5% | -23.5% | -21.8% |
| 1Y | -19.5% | +20.0% | -39.5% | -34.1% |
| 3Y | +64.4% | +77.2% | -12.8% | -13.4% |
| All | +53.4% | +75.4% | -22.0% | -17.6% |
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 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