+46.8%
FDEV vs SPY
+76.2%
-29.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.5% | +1.2% |
| 7D | +2.1% | -0.7% | +2.8% | +2.5% |
| 30D | +5.2% | -1.0% | +6.2% | +5.8% |
| 3M | +2.1% | -0.3% | +2.5% | +2.3% |
| 6M | +6.2% | +7.3% | -1.1% | +1.7% |
| YTD | +12.2% | +13.3% | -1.1% | +4.0% |
| 1Y | +19.9% | +14.8% | +5.1% | +10.2% |
| 3Y | +66.6% | +82.9% | -16.3% | +13.5% |
| 5Y | +46.8% | +75.6% | -28.8% | +0.6% |
| All | +46.8% | +76.2% | -29.4% | +0.6% |
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 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