+83.4%
FDEV vs SPY
+193.8%
-110.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -0.8% | -2.7% | +1.9% | +0.8% |
| 30D | +2.9% | -5.4% | +8.3% | +6.4% |
| 3M | -1.0% | -4.1% | +3.1% | +1.4% |
| 6M | +1.0% | +0.7% | +0.3% | +0.3% |
| YTD | +9.2% | +8.7% | +0.5% | +3.3% |
| 1Y | +15.7% | +10.9% | +4.9% | +8.2% |
| 3Y | +62.9% | +75.0% | -12.1% | +12.5% |
| 5Y | +42.6% | +67.8% | -25.2% | +0.3% |
| All | +83.4% | +193.8% | -110.4% | -10.9% |
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