+52.8%
FDBC vs SPY
+78.4%
-25.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +1.9% | -0.6% | +2.5% | +2.3% |
| 30D | +25.6% | -3.7% | +29.2% | +28.8% |
| 3M | +30.0% | -2.7% | +32.7% | +32.3% |
| 6M | +52.3% | +2.2% | +50.2% | +48.7% |
| YTD | +62.1% | +10.8% | +51.3% | +47.5% |
| 1Y | +60.9% | +11.2% | +49.7% | +45.7% |
| 3Y | +52.8% | +76.5% | -23.6% | -7.3% |
| All | +52.8% | +78.4% | -25.5% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling