+124.4%
FDIQ vs SPY
+311.6%
-187.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +4.1% |
| 7D | +4.2% | -4.7% | +9.0% | +9.4% |
| 30D | +12.7% | -5.9% | +18.7% | +19.8% |
| 3M | +8.0% | -4.5% | +12.5% | +13.0% |
| 6M | +9.4% | +1.8% | +7.6% | +6.2% |
| YTD | +26.8% | +8.3% | +18.4% | +14.8% |
| 1Y | +35.4% | +9.3% | +26.1% | +21.3% |
| 3Y | +83.9% | +74.9% | +9.1% | -1.1% |
| 5Y | +33.8% | +67.3% | -33.5% | -24.6% |
| All | +124.4% | +311.6% | -187.2% | -59.7% |
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