-69.8%
FDMT vs SPY
+118.5%
-188.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.3% | +8.6% | +8.5% |
| 7D | +2.9% | -2.7% | +5.6% | +7.1% |
| 30D | -2.7% | -5.4% | +2.7% | +5.5% |
| 3M | +16.1% | -4.1% | +20.2% | +23.4% |
| 6M | +17.6% | +0.7% | +16.9% | +17.8% |
| YTD | +63.3% | +8.7% | +54.7% | +48.7% |
| 1Y | +12.2% | +10.9% | +1.3% | 0.0% |
| 3Y | +6.5% | +75.0% | -68.5% | -46.4% |
| 5Y | -50.4% | +67.8% | -118.2% | -72.9% |
| All | -69.8% | +118.5% | -188.2% | -90.8% |
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