+85.7%
FDEV vs SPY
+192.9%
-107.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | +1.2% |
| 7D | +0.1% | -4.7% | +4.8% | +3.1% |
| 30D | +3.4% | -5.9% | +9.3% | +7.2% |
| 3M | +0.7% | -4.5% | +5.2% | +3.5% |
| 6M | +3.5% | +1.8% | +1.7% | +2.1% |
| YTD | +10.5% | +8.3% | +2.2% | +4.8% |
| 1Y | +17.2% | +9.3% | +7.8% | +10.4% |
| 3Y | +64.0% | +74.9% | -10.8% | +13.4% |
| 5Y | +44.4% | +67.3% | -22.9% | +1.7% |
| All | +85.7% | +192.9% | -107.2% | -9.6% |
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