+187.5%
FDM vs SPY
+315.0%
-127.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.5% |
| 7D | -0.9% | +0.1% | -0.9% | -1.0% |
| 30D | +2.6% | -3.3% | +5.9% | +5.9% |
| 3M | -4.0% | -2.4% | -1.6% | -1.9% |
| 6M | +3.8% | +2.6% | +1.3% | +0.8% |
| YTD | +15.3% | +11.2% | +4.0% | +3.4% |
| 1Y | +23.3% | +13.4% | +9.9% | +8.5% |
| 3Y | +80.1% | +79.9% | +0.2% | +0.6% |
| 5Y | +49.8% | +72.2% | -22.3% | -13.0% |
| 10Y | +187.5% | +307.3% | -119.8% | -29.7% |
| All | +187.5% | +315.0% | -127.5% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling