-63.9%
FDMT vs SPY
+127.0%
-190.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.6% |
| 7D | +2.0% | +0.5% | +1.4% | +1.2% |
| 30D | +36.1% | -0.9% | +37.0% | +37.6% |
| 3M | +69.3% | +3.9% | +65.4% | +60.8% |
| 6M | +72.5% | +14.5% | +58.0% | +45.7% |
| YTD | +95.1% | +12.9% | +82.1% | +67.6% |
| 1Y | +109.9% | +19.4% | +90.5% | +70.0% |
| 3Y | -6.6% | +78.5% | -85.1% | -54.7% |
| 5Y | -56.1% | +81.8% | -137.9% | -78.6% |
| All | -63.9% | +127.0% | -190.9% | -89.6% |
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