+499.9%
FDL vs SPY
+744.3%
-244.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -1.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.3% |
| 30D | +7.7% | -3.3% | +11.0% | +10.4% |
| 3M | +4.4% | -2.4% | +6.8% | +6.1% |
| 6M | +11.5% | +2.6% | +9.0% | +8.4% |
| YTD | +24.3% | +11.2% | +13.1% | +12.5% |
| 1Y | +29.9% | +13.4% | +16.5% | +15.6% |
| 3Y | +88.9% | +79.9% | +9.0% | +12.2% |
| 5Y | +97.1% | +72.2% | +24.9% | +19.3% |
| 10Y | +204.2% | +307.3% | -103.1% | -13.4% |
| All | +499.9% | +744.3% | -244.4% | -7.0% |
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