+564.3%
FDBC vs SPY
+809.6%
-245.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.6% | +0.1% | +2.4% | +2.5% |
| 30D | +3.0% | +0.1% | +2.9% | +3.0% |
| 3M | +18.1% | +2.0% | +16.1% | +17.3% |
| 6M | +23.9% | +13.0% | +10.9% | +19.3% |
| YTD | +29.9% | +13.5% | +16.4% | +24.9% |
| 1Y | +26.2% | +20.0% | +6.2% | +19.3% |
| 3Y | +30.7% | +77.2% | -46.5% | +11.3% |
| 5Y | +20.5% | +81.9% | -61.4% | +1.6% |
| 10Y | +230.9% | +314.1% | -83.2% | +146.8% |
| All | +564.3% | +809.6% | -245.3% | +379.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling