+121.0%
FDIQ vs SPY
+312.9%
-191.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.8% |
| 7D | +1.5% | -2.7% | +4.2% | +4.3% |
| 30D | +11.4% | -5.4% | +16.8% | +17.7% |
| 3M | +6.8% | -4.1% | +10.9% | +11.2% |
| 6M | +8.0% | +0.7% | +7.3% | +6.1% |
| YTD | +24.8% | +8.7% | +16.2% | +12.7% |
| 1Y | +34.4% | +10.9% | +23.5% | +18.6% |
| 3Y | +83.7% | +75.0% | +8.7% | -1.3% |
| 5Y | +31.8% | +67.8% | -36.0% | -26.0% |
| All | +121.0% | +312.9% | -191.9% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling