+281.5%
FDBC vs SPY
+307.0%
-25.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | -2.1% | +2.6% | -4.7% | -4.3% |
| 30D | +18.7% | -2.0% | +20.7% | +20.5% |
| 3M | +22.8% | -2.8% | +25.6% | +25.4% |
| 6M | +50.7% | +2.1% | +48.6% | +46.8% |
| YTD | +58.7% | +11.5% | +47.2% | +42.6% |
| 1Y | +55.0% | +13.5% | +41.6% | +36.9% |
| 3Y | +48.3% | +77.7% | -29.4% | -12.2% |
| 5Y | +47.2% | +72.6% | -25.4% | -11.6% |
| All | +281.5% | +307.0% | -25.5% | +32.2% |
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