+6.5%
FDMT vs SPY
+75.1%
-68.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.3% | +8.6% | +8.5% |
| 7D | +2.9% | -2.7% | +5.6% | +7.3% |
| 30D | -2.7% | -5.4% | +2.7% | +5.9% |
| 3M | +16.1% | -4.1% | +20.2% | +23.8% |
| 6M | +17.6% | +0.7% | +16.9% | +17.9% |
| YTD | +63.3% | +8.7% | +54.7% | +48.3% |
| 1Y | +12.2% | +10.9% | +1.3% | -0.3% |
| 3Y | +6.5% | +75.0% | -68.5% | -57.3% |
| All | +6.5% | +75.1% | -68.6% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling