+470.8%
FDM vs SPY
+777.3%
-306.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | +0.9% |
| 7D | -1.6% | -4.7% | +3.1% | +3.2% |
| 30D | +1.2% | -5.9% | +7.1% | +7.5% |
| 3M | -4.9% | -4.5% | -0.3% | -0.5% |
| 6M | +1.9% | +1.8% | +0.1% | -0.4% |
| YTD | +13.9% | +8.3% | +5.6% | +4.5% |
| 1Y | +21.6% | +9.3% | +12.3% | +10.4% |
| 3Y | +73.4% | +74.9% | -1.4% | -2.5% |
| 5Y | +49.1% | +67.3% | -18.2% | -13.0% |
| 10Y | +200.7% | +311.6% | -110.9% | -30.4% |
| All | +470.8% | +777.3% | -306.5% | -39.8% |
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