+354.3%
FDIS vs SPY
+423.0%
-68.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.5% |
| 7D | +1.5% | -2.7% | +4.2% | +4.5% |
| 30D | +4.7% | -5.4% | +10.1% | +11.3% |
| 3M | -1.3% | -4.1% | +2.8% | +3.3% |
| 6M | -1.3% | +0.7% | -2.0% | -2.1% |
| YTD | +0.1% | +8.7% | -8.6% | -8.5% |
| 1Y | +1.9% | +10.9% | -9.0% | -8.9% |
| 3Y | +49.0% | +75.0% | -26.0% | -18.2% |
| 5Y | +15.0% | +67.8% | -52.8% | -33.0% |
| 10Y | +271.5% | +312.9% | -41.4% | -11.5% |
| All | +354.3% | +423.0% | -68.7% | -16.4% |
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 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