+98.6%
FDCF vs SPY
+84.3%
+14.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +0.5% | -0.4% | +0.9% | +1.0% |
| 30D | -1.6% | -1.4% | -0.2% | +0.1% |
| 3M | +3.0% | +3.7% | -0.7% | -1.3% |
| 6M | +12.3% | +13.0% | -0.7% | -2.5% |
| YTD | +4.8% | +12.4% | -7.6% | -8.4% |
| 1Y | +3.0% | +18.5% | -15.5% | -15.2% |
| 3Y | +95.0% | +77.6% | +17.3% | -4.5% |
| All | +98.6% | +84.3% | +14.2% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling