+316.5%
FDMO vs SPY
+324.6%
-8.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.5% | +0.1% | -0.5% | -0.5% |
| 3M | -1.3% | +2.0% | -3.3% | -3.1% |
| 6M | +13.8% | +13.0% | +0.8% | +0.8% |
| YTD | +13.7% | +13.5% | +0.2% | +0.3% |
| 1Y | +19.9% | +20.0% | 0.0% | +0.2% |
| 3Y | +96.8% | +77.2% | +19.6% | +12.4% |
| 5Y | +92.2% | +81.9% | +10.3% | +7.1% |
| All | +316.5% | +324.6% | -8.1% | +2.4% |
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