+91.5%
FFBC vs SPY
+308.5%
-217.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +0.2% | +3.3% | -3.1% | -3.3% |
| 30D | +5.2% | -2.7% | +7.9% | +8.0% |
| 3M | -3.7% | -1.7% | -1.9% | -2.2% |
| 6M | +10.6% | +3.1% | +7.5% | +6.1% |
| YTD | +33.4% | +11.9% | +21.5% | +16.8% |
| 1Y | +39.4% | +12.0% | +27.4% | +21.8% |
| 3Y | +89.5% | +78.2% | +11.3% | -2.3% |
| 5Y | +56.2% | +73.2% | -17.0% | -17.4% |
| All | +91.5% | +308.5% | -217.0% | -68.8% |
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