+14.4%
FDEM vs SPY
+14.6%
-0.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -1.4% |
| 7D | -2.3% | -0.7% | -1.6% | -1.4% |
| 30D | -6.8% | -1.0% | -5.8% | -5.6% |
| 3M | -4.6% | -0.3% | -4.2% | -4.1% |
| 6M | -1.3% | +7.3% | -8.6% | -9.0% |
| YTD | +12.4% | +13.3% | -0.9% | -2.9% |
| 1Y | +14.4% | +14.8% | -0.4% | -2.0% |
| All | +14.4% | +14.6% | -0.2% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling