+85.9%
FDEC vs SPY
+124.8%
-38.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.2% |
| 7D | -0.4% | -0.9% | +0.6% | +0.2% |
| 30D | -0.8% | -2.4% | +1.6% | +0.7% |
| 3M | +1.1% | -1.2% | +2.3% | +1.8% |
| 6M | +4.6% | +3.3% | +1.3% | +2.3% |
| YTD | +9.8% | +12.3% | -2.5% | +1.8% |
| 1Y | +12.3% | +12.4% | -0.2% | +4.0% |
| 3Y | +55.5% | +78.8% | -23.3% | +6.1% |
| 5Y | +64.4% | +75.2% | -10.7% | +10.9% |
| All | +85.9% | +124.8% | -38.9% | +8.3% |
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 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