+365.6%
FDIQ vs SPY
+717.5%
-352.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.8% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +3.2% | +0.1% | +3.2% | +3.2% |
| 3M | +9.0% | +2.0% | +7.0% | +6.3% |
| 6M | +1.1% | +13.0% | -11.9% | -11.9% |
| YTD | +21.2% | +13.5% | +7.6% | +4.9% |
| 1Y | +19.8% | +20.0% | -0.2% | -2.3% |
| 3Y | +68.4% | +77.2% | -8.8% | -9.7% |
| 5Y | +44.3% | +81.9% | -37.6% | -25.3% |
| 10Y | +116.4% | +314.1% | -197.6% | -53.6% |
| All | +365.6% | +717.5% | -352.0% | -50.1% |
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