+171.2%
FSBC vs SPY
+98.7%
+72.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +0.5% | +0.1% | +0.4% | +0.4% |
| 3M | +9.4% | +2.0% | +7.4% | +7.5% |
| 6M | +21.5% | +13.0% | +8.5% | +10.2% |
| YTD | +33.6% | +13.5% | +20.1% | +20.7% |
| 1Y | +45.3% | +20.0% | +25.3% | +25.7% |
| 3Y | +130.8% | +77.2% | +53.6% | +49.3% |
| 5Y | +127.1% | +81.9% | +45.2% | +43.9% |
| All | +171.2% | +98.7% | +72.5% | +60.9% |
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