-49.2%
FBYD vs SPY
+86.9%
-136.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -8.5% |
| 7D | -4.4% | -0.4% | -4.1% | -4.2% |
| 30D | -22.5% | -1.4% | -21.2% | -21.8% |
| 3M | -49.8% | +3.7% | -53.5% | -50.8% |
| 6M | +17.6% | +13.0% | +4.6% | +9.7% |
| YTD | -51.0% | +12.4% | -63.4% | -54.0% |
| 1Y | -7.9% | +18.5% | -26.4% | -15.9% |
| All | -49.2% | +86.9% | -136.1% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling