+48.8%
FDFF vs SPY
+77.7%
-28.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | +1.7% |
| 7D | +2.0% | -4.7% | +6.7% | +6.8% |
| 30D | +3.9% | -5.9% | +9.9% | +10.2% |
| 3M | -0.3% | -4.5% | +4.2% | +4.3% |
| 6M | +8.9% | +1.8% | +7.1% | +6.6% |
| YTD | +3.1% | +8.3% | -5.2% | -5.0% |
| 1Y | +5.0% | +9.3% | -4.4% | -4.1% |
| 3Y | +49.8% | +74.9% | -25.0% | -14.6% |
| All | +48.8% | +77.7% | -28.9% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling