+209.7%
FDG vs SPY
+227.9%
-18.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.7% |
| 7D | -3.5% | -2.7% | -0.8% | -0.1% |
| 30D | -14.0% | -5.4% | -8.6% | -7.5% |
| 3M | -10.8% | -4.1% | -6.7% | -5.7% |
| 6M | -11.2% | +0.7% | -11.9% | -11.4% |
| YTD | -6.2% | +8.7% | -14.9% | -14.8% |
| 1Y | -4.0% | +10.9% | -14.8% | -14.9% |
| 3Y | +89.0% | +75.0% | +14.0% | -3.5% |
| 5Y | +33.4% | +67.8% | -34.3% | -27.6% |
| All | +209.7% | +227.9% | -18.2% | -10.0% |
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 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