+90.7%
FDLS vs SPY
+97.2%
-6.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +1.0% | +0.1% | +0.9% | +0.9% |
| 3M | +7.0% | +2.0% | +5.0% | +4.8% |
| 6M | +12.2% | +13.0% | -0.8% | -0.6% |
| YTD | +22.1% | +13.5% | +8.6% | +7.7% |
| 1Y | +28.0% | +20.0% | +8.0% | +7.1% |
| 3Y | +69.1% | +77.2% | -8.1% | -1.1% |
| All | +90.7% | +97.2% | -6.5% | +1.2% |
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