+252.9%
FDLO vs SPY
+316.9%
-64.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +3.0% | +2.6% | +0.4% | +0.9% |
| 30D | +4.0% | -2.0% | +5.9% | +5.5% |
| 3M | +4.4% | -2.8% | +7.2% | +6.6% |
| 6M | +10.9% | +2.1% | +8.7% | +8.6% |
| YTD | +15.3% | +11.5% | +3.8% | +5.0% |
| 1Y | +16.7% | +13.5% | +3.2% | +4.7% |
| 3Y | +57.5% | +77.7% | -20.2% | -4.1% |
| 5Y | +59.6% | +72.6% | -13.0% | -1.2% |
| 10Y | +252.8% | +308.2% | -55.4% | +2.5% |
| All | +252.9% | +316.9% | -64.0% | +1.8% |
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