+68.9%
FDIF vs SPY
+82.8%
-13.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +2.7% | +0.1% | +2.6% | +2.6% |
| 3M | +4.8% | +2.0% | +2.8% | +2.6% |
| 6M | +19.4% | +13.0% | +6.4% | +4.3% |
| YTD | +16.4% | +13.5% | +2.8% | +1.2% |
| 1Y | +20.7% | +20.0% | +0.7% | -1.1% |
| 3Y | +71.9% | +77.2% | -5.3% | -10.5% |
| All | +68.9% | +82.8% | -13.9% | -15.6% |
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