+348.5%
FDIS vs SPY
+446.4%
-98.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -3.4% | +0.1% | -3.5% | -3.5% |
| 3M | -0.8% | +2.0% | -2.8% | -3.0% |
| 6M | +1.5% | +13.0% | -11.5% | -11.2% |
| YTD | -1.2% | +13.5% | -14.7% | -13.9% |
| 1Y | -0.3% | +20.0% | -20.2% | -18.2% |
| 3Y | +38.9% | +77.2% | -38.3% | -24.7% |
| 5Y | +26.6% | +81.9% | -55.3% | -32.2% |
| 10Y | +248.5% | +314.1% | -65.5% | -17.5% |
| All | +348.5% | +446.4% | -98.0% | -21.3% |
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 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