+54.9%
FDFF vs SPY
+86.2%
-31.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +3.8% | +0.1% | +3.8% | +3.8% |
| 3M | +16.8% | +2.0% | +14.8% | +14.4% |
| 6M | +16.2% | +13.0% | +3.2% | +2.7% |
| YTD | +7.4% | +13.5% | -6.1% | -5.4% |
| 1Y | +3.4% | +20.0% | -16.5% | -13.7% |
| 3Y | +46.6% | +77.2% | -30.6% | -17.6% |
| All | +54.9% | +86.2% | -31.3% | -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 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