+98.8%
FDCF vs SPY
+82.4%
+16.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +0.1% |
| 7D | +7.6% | +0.1% | +7.5% | +7.3% |
| 30D | -4.4% | -3.3% | -1.1% | -0.5% |
| 3M | -1.2% | -2.4% | +1.3% | +1.7% |
| 6M | +2.2% | +2.6% | -0.3% | -0.6% |
| YTD | +4.9% | +11.2% | -6.3% | -7.2% |
| 1Y | +6.5% | +13.4% | -6.9% | -7.8% |
| 3Y | +96.2% | +79.9% | +16.3% | -6.3% |
| All | +98.8% | +82.4% | +16.4% | -5.1% |
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