+722.0%
FDBC vs SPY
+767.8%
-45.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.7% | -1.4% |
| 7D | +3.5% | -4.7% | +8.2% | +5.0% |
| 30D | +22.9% | -5.9% | +28.8% | +25.1% |
| 3M | +27.4% | -4.5% | +32.0% | +29.1% |
| 6M | +51.7% | +1.8% | +50.0% | +50.7% |
| YTD | +60.8% | +8.3% | +52.4% | +56.6% |
| 1Y | +58.4% | +9.3% | +49.1% | +53.9% |
| 3Y | +54.2% | +74.9% | -20.6% | +31.9% |
| 5Y | +46.7% | +67.3% | -20.6% | +26.5% |
| 10Y | +304.5% | +311.6% | -7.0% | +205.4% |
| All | +722.0% | +767.8% | -45.9% | +501.3% |
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 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