+1,480.9%
FFBC vs SPY
+2,954.7%
-1,473.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | +0.7% | -2.7% | +3.4% | +3.3% |
| 30D | +5.5% | -5.4% | +10.9% | +11.0% |
| 3M | -2.8% | -4.1% | +1.3% | +0.9% |
| 6M | +7.9% | +0.7% | +7.2% | +6.5% |
| YTD | +33.5% | +8.7% | +24.8% | +22.4% |
| 1Y | +42.7% | +10.9% | +31.8% | +28.2% |
| 3Y | +83.3% | +75.0% | +8.4% | +6.3% |
| 5Y | +57.2% | +67.8% | -10.6% | -5.9% |
| 10Y | +122.6% | +312.9% | -190.2% | -39.8% |
| All | +1,480.9% | +2,954.7% | -1,473.8% | +131.7% |
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