+81.1%
FDLS vs SPY
+96.8%
-15.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | -0.9% |
| 7D | -1.3% | -0.7% | -0.6% | -0.6% |
| 30D | -2.5% | -1.0% | -1.5% | -1.5% |
| 3M | -4.8% | -0.3% | -4.5% | -4.5% |
| 6M | +1.6% | +7.3% | -5.7% | -5.3% |
| YTD | +16.0% | +13.3% | +2.7% | +2.5% |
| 1Y | +20.8% | +14.8% | +6.0% | +5.5% |
| 3Y | +71.9% | +82.9% | -11.1% | -2.3% |
| All | +81.1% | +96.8% | -15.7% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling