+1,500.8%
FFBC vs SPY
+3,091.8%
-1,591.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -3.4% | +0.1% | -3.4% | -3.5% |
| 3M | +8.9% | +2.0% | +6.9% | +6.4% |
| 6M | +19.5% | +13.0% | +6.5% | +5.8% |
| YTD | +35.2% | +13.5% | +21.6% | +19.1% |
| 1Y | +27.9% | +20.0% | +8.0% | +6.9% |
| 3Y | +71.0% | +77.2% | -6.2% | -1.7% |
| 5Y | +71.7% | +81.9% | -10.2% | -4.6% |
| 10Y | +120.0% | +314.1% | -194.1% | -40.7% |
| All | +1,500.8% | +3,091.8% | -1,591.0% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling