-56.3%
FBYD vs SPY
+86.7%
-143.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -5.7% |
| 7D | -18.0% | -0.9% | -17.1% | -17.3% |
| 30D | -24.6% | -2.4% | -22.3% | -23.3% |
| 3M | -36.4% | -1.2% | -35.3% | -35.7% |
| 6M | -41.3% | +3.3% | -44.6% | -42.0% |
| YTD | -57.8% | +12.3% | -70.1% | -60.3% |
| 1Y | -52.5% | +12.4% | -64.9% | -55.2% |
| 3Y | -33.5% | +78.8% | -112.4% | -41.5% |
| All | -56.3% | +86.7% | -143.1% | -60.2% |
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