+493.7%
FDM vs SPY
+819.6%
-325.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -1.1% | +0.1% | -1.1% | -1.1% |
| 3M | +7.8% | +2.0% | +5.8% | +5.3% |
| 6M | +10.2% | +13.0% | -2.9% | -3.0% |
| YTD | +18.5% | +13.5% | +5.0% | +3.8% |
| 1Y | +25.2% | +20.0% | +5.2% | +3.7% |
| 3Y | +69.7% | +77.2% | -7.5% | -5.7% |
| 5Y | +67.9% | +81.9% | -13.9% | -9.9% |
| 10Y | +199.9% | +314.1% | -114.1% | -30.8% |
| All | +493.7% | +819.6% | -325.9% | -40.2% |
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