-70.1%
FDMT vs SPY
+125.0%
-195.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.4% | -6.3% |
| 7D | +7.7% | +3.3% | +4.4% | +3.2% |
| 30D | -2.0% | -2.7% | +0.7% | +2.4% |
| 3M | +2.1% | -1.7% | +3.8% | +5.1% |
| 6M | +17.2% | +3.1% | +14.1% | +13.8% |
| YTD | +61.5% | +11.9% | +49.6% | +41.6% |
| 1Y | +10.4% | +12.0% | -1.5% | -2.8% |
| 3Y | +9.6% | +78.2% | -68.5% | -46.2% |
| 5Y | -51.5% | +73.2% | -124.7% | -74.6% |
| All | -70.1% | +125.0% | -195.1% | -91.3% |
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