+81.3%
FDEC vs SPY
+117.5%
-36.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -2.0% | -2.7% | +0.7% | -0.3% |
| 30D | -3.0% | -5.4% | +2.4% | +0.4% |
| 3M | -1.1% | -4.1% | +3.0% | +1.4% |
| 6M | +2.2% | +0.7% | +1.5% | +1.5% |
| YTD | +7.1% | +8.7% | -1.6% | +1.4% |
| 1Y | +10.7% | +10.9% | -0.1% | +3.5% |
| 3Y | +53.4% | +75.0% | -21.6% | +6.1% |
| 5Y | +60.4% | +67.8% | -7.4% | +11.0% |
| All | +81.3% | +117.5% | -36.2% | +7.8% |
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