+296.1%
FSBW vs SPY
+313.2%
-17.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | +1.6% | +0.1% | +1.6% | +1.6% |
| 3M | +10.2% | +2.0% | +8.2% | +8.2% |
| 6M | +9.7% | +13.0% | -3.4% | -0.3% |
| YTD | +8.8% | +13.5% | -4.8% | -1.6% |
| 1Y | +6.3% | +20.0% | -13.6% | -7.8% |
| 3Y | +59.4% | +77.2% | -17.8% | +2.8% |
| 5Y | +52.0% | +81.9% | -29.9% | -5.8% |
| All | +296.1% | +313.2% | -17.1% | +50.7% |
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 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