+112.5%
FDIQ vs SPY
+315.0%
-202.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -1.7% |
| 7D | +0.6% | +0.1% | +0.6% | +0.3% |
| 30D | +9.4% | -3.3% | +12.7% | +13.0% |
| 3M | +6.6% | -2.4% | +9.0% | +9.0% |
| 6M | +9.6% | +2.6% | +7.0% | +5.6% |
| YTD | +25.9% | +11.2% | +14.6% | +10.8% |
| 1Y | +33.7% | +13.4% | +20.3% | +15.2% |
| 3Y | +92.9% | +79.9% | +13.0% | +0.7% |
| 5Y | +33.1% | +72.2% | -39.1% | -27.2% |
| 10Y | +112.5% | +307.3% | -194.9% | -59.3% |
| All | +112.5% | +315.0% | -202.5% | -59.3% |
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 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