+51.5%
FDFF vs SPY
+81.8%
-30.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +3.5% | -0.6% | +4.1% | +4.1% |
| 30D | +4.6% | -3.7% | +8.3% | +8.5% |
| 3M | +1.4% | -2.7% | +4.1% | +4.1% |
| 6M | +10.5% | +2.2% | +8.4% | +7.9% |
| YTD | +5.0% | +10.8% | -5.8% | -5.4% |
| 1Y | +7.0% | +11.2% | -4.3% | -4.0% |
| 3Y | +51.3% | +76.5% | -25.2% | -14.5% |
| All | +51.5% | +81.8% | -30.3% | -16.6% |
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