+72.3%
FDIF vs SPY
+78.0%
-5.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.1% | -0.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -8.3% | -3.3% | -5.0% | -4.5% |
| 3M | -5.3% | -2.4% | -2.9% | -2.4% |
| 6M | +2.2% | +2.6% | -0.4% | -0.3% |
| YTD | +8.7% | +11.2% | -2.5% | -2.9% |
| 1Y | +10.4% | +13.4% | -2.9% | -3.3% |
| 3Y | +72.3% | +79.9% | -7.6% | -11.6% |
| All | +72.3% | +78.0% | -5.7% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling