+47.6%
FDBC vs SPY
+74.6%
-27.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -2.4% |
| 7D | -3.5% | -0.9% | -2.6% | -3.1% |
| 30D | +20.4% | -2.4% | +22.7% | +22.0% |
| 3M | +25.5% | -1.2% | +26.6% | +26.1% |
| 6M | +52.8% | +3.3% | +49.5% | +49.0% |
| YTD | +59.5% | +12.3% | +47.2% | +47.1% |
| 1Y | +55.8% | +12.4% | +43.4% | +43.4% |
| 3Y | +50.3% | +78.8% | -28.5% | +7.1% |
| 5Y | +47.6% | +75.2% | -27.6% | +9.7% |
| All | +47.6% | +74.6% | -27.0% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling