+116.5%
FFBC vs SPY
+315.0%
-198.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -1.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | +6.8% | -3.3% | +10.2% | +10.5% |
| 3M | -1.1% | -2.4% | +1.3% | +1.1% |
| 6M | +9.6% | +2.6% | +7.1% | +5.8% |
| YTD | +35.3% | +11.2% | +24.0% | +19.2% |
| 1Y | +42.3% | +13.4% | +28.9% | +22.6% |
| 3Y | +92.5% | +79.9% | +12.6% | -1.8% |
| 5Y | +56.9% | +72.2% | -15.3% | -16.5% |
| 10Y | +116.5% | +307.3% | -190.8% | -62.6% |
| All | +116.5% | +315.0% | -198.5% | -62.6% |
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 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