+231.0%
FDLO vs SPY
+322.2%
-91.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.6% |
| 7D | -1.2% | +0.5% | -1.7% | -1.6% |
| 30D | -2.5% | -0.9% | -1.6% | -1.8% |
| 3M | +4.1% | +3.9% | +0.2% | +0.7% |
| 6M | +7.1% | +14.5% | -7.4% | -4.4% |
| YTD | +8.1% | +12.9% | -4.8% | -2.5% |
| 1Y | +11.3% | +19.4% | -8.0% | -4.1% |
| 3Y | +48.6% | +78.5% | -29.8% | -9.8% |
| 5Y | +53.6% | +81.8% | -28.2% | -9.0% |
| All | +231.0% | +322.2% | -91.3% | -5.4% |
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