+728.7%
FDBC vs SPY
+770.6%
-41.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.4% | -2.7% | +7.1% | +5.2% |
| 30D | +22.7% | -5.4% | +28.1% | +24.6% |
| 3M | +28.5% | -4.1% | +32.6% | +30.0% |
| 6M | +54.5% | +0.7% | +53.8% | +53.9% |
| YTD | +62.1% | +8.7% | +53.4% | +57.8% |
| 1Y | +62.9% | +10.9% | +52.0% | +57.5% |
| 3Y | +57.8% | +75.0% | -17.2% | +34.9% |
| 5Y | +47.9% | +67.8% | -19.9% | +27.4% |
| 10Y | +307.8% | +312.9% | -5.0% | +207.6% |
| All | +728.7% | +770.6% | -41.8% | +505.7% |
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 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