+92.4%
FDIG vs SPY
+80.1%
+12.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.1% |
| 7D | +3.5% | -0.4% | +3.9% | +4.4% |
| 30D | +9.6% | -1.4% | +11.0% | +13.2% |
| 3M | +4.1% | +3.7% | +0.4% | -3.5% |
| 6M | +24.6% | +13.0% | +11.6% | -2.7% |
| YTD | +16.2% | +12.4% | +3.9% | -7.2% |
| 1Y | +7.9% | +18.5% | -10.6% | -22.0% |
| 3Y | +155.3% | +77.6% | +77.7% | -17.7% |
| All | +92.4% | +80.1% | +12.3% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling