+306.7%
FDBC vs SPY
+315.0%
-8.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -2.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | +25.2% | -3.3% | +28.5% | +28.6% |
| 3M | +26.6% | -2.4% | +29.1% | +28.9% |
| 6M | +51.9% | +2.6% | +49.3% | +47.5% |
| YTD | +61.7% | +11.2% | +50.4% | +45.6% |
| 1Y | +60.7% | +13.4% | +47.3% | +41.9% |
| 3Y | +57.7% | +79.9% | -22.2% | -7.6% |
| 5Y | +50.0% | +72.2% | -22.2% | -9.7% |
| 10Y | +306.7% | +307.3% | -0.6% | +43.1% |
| All | +306.7% | +315.0% | -8.3% | +43.1% |
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