+51.2%
FDFF vs SPY
+82.4%
-31.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -0.5% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | +4.5% | -3.3% | +7.8% | +7.9% |
| 3M | +1.3% | -2.4% | +3.7% | +3.7% |
| 6M | +10.3% | +2.6% | +7.8% | +7.4% |
| YTD | +4.9% | +11.2% | -6.4% | -5.9% |
| 1Y | +7.6% | +13.4% | -5.8% | -5.2% |
| 3Y | +52.0% | +79.9% | -27.9% | -15.8% |
| All | +51.2% | +82.4% | -31.2% | -17.0% |
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