+51.2%
FDEM vs SPY
+67.4%
-16.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | -1.9% | -2.7% | +0.8% | -0.2% |
| 30D | -8.3% | -5.4% | -2.9% | -5.0% |
| 3M | -6.2% | -4.1% | -2.1% | -3.6% |
| 6M | -8.5% | +0.7% | -9.2% | -8.5% |
| YTD | +8.9% | +8.7% | +0.2% | +4.4% |
| 1Y | +10.4% | +10.9% | -0.5% | +4.7% |
| 3Y | +62.2% | +75.0% | -12.8% | +20.0% |
| All | +51.2% | +67.4% | -16.2% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling