+301.3%
FDBC vs SPY
+311.8%
-10.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -2.8% |
| 7D | -3.5% | -0.9% | -2.6% | -2.9% |
| 30D | +20.4% | -2.4% | +22.7% | +22.6% |
| 3M | +25.5% | -1.2% | +26.6% | +26.3% |
| 6M | +52.8% | +3.3% | +49.5% | +47.4% |
| YTD | +59.5% | +12.3% | +47.2% | +42.4% |
| 1Y | +55.8% | +12.4% | +43.4% | +38.7% |
| 3Y | +50.3% | +78.8% | -28.5% | -11.5% |
| 5Y | +47.6% | +75.2% | -27.6% | -12.6% |
| 10Y | +301.3% | +311.1% | -9.9% | +40.2% |
| All | +301.3% | +311.8% | -10.5% | +40.2% |
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