+51.2%
FDFF vs SPY
+84.2%
-33.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.5% |
| 7D | -1.0% | -0.9% | -0.1% | -0.3% |
| 30D | +4.5% | -2.4% | +6.9% | +6.9% |
| 3M | +0.5% | -1.2% | +1.7% | +1.6% |
| 6M | +10.8% | +3.3% | +7.5% | +7.0% |
| YTD | +4.8% | +12.3% | -7.5% | -6.8% |
| 1Y | +5.9% | +12.4% | -6.5% | -5.9% |
| 3Y | +51.0% | +78.8% | -27.8% | -15.8% |
| All | +51.2% | +84.2% | -33.0% | -17.8% |
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