+486.3%
FDL vs SPY
+761.8%
-275.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +2.4% | +0.1% | +2.4% | +2.4% |
| 3M | +6.4% | +2.0% | +4.4% | +4.2% |
| 6M | +6.1% | +13.0% | -6.9% | -4.7% |
| YTD | +21.5% | +13.5% | +7.9% | +8.5% |
| 1Y | +24.7% | +20.0% | +4.7% | +6.2% |
| 3Y | +72.7% | +77.2% | -4.5% | +4.3% |
| 5Y | +93.9% | +81.9% | +12.1% | +12.4% |
| 10Y | +192.1% | +314.1% | -121.9% | -17.6% |
| All | +486.3% | +761.8% | -275.5% | -10.3% |
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