+54.5%
FDIF vs SPY
+74.4%
-19.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.4% | -1.0% | -0.3% |
| 7D | -7.4% | -4.7% | -2.6% | -1.9% |
| 30D | -10.4% | -5.9% | -4.5% | -3.7% |
| 3M | -6.1% | -4.5% | -1.6% | -0.7% |
| 6M | +1.7% | +1.8% | -0.1% | +0.2% |
| YTD | +6.4% | +8.3% | -1.9% | -2.1% |
| 1Y | +6.5% | +9.3% | -2.8% | -2.9% |
| 3Y | +68.2% | +74.9% | -6.6% | -11.6% |
| All | +54.5% | +74.4% | -19.9% | -18.3% |
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