+113.8%
FFBC vs SPY
+311.3%
-197.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | +1.8% | +0.5% | +1.3% | +1.2% |
| 30D | -2.3% | -0.9% | -1.4% | -1.4% |
| 3M | +6.7% | +3.9% | +2.8% | +1.9% |
| 6M | +21.6% | +14.5% | +7.1% | +4.1% |
| YTD | +33.6% | +12.9% | +20.7% | +16.2% |
| 1Y | +28.2% | +19.4% | +8.9% | +4.8% |
| 3Y | +78.8% | +78.5% | +0.3% | -7.6% |
| 5Y | +74.3% | +81.8% | -7.4% | -12.8% |
| 10Y | +113.8% | +311.5% | -197.8% | -62.4% |
| All | +113.8% | +311.3% | -197.5% | -62.4% |
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