-69.2%
FDMT vs SPY
+123.6%
-192.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -1.3% |
| 7D | +9.8% | +0.1% | +9.7% | +9.9% |
| 30D | -6.4% | -3.3% | -3.1% | -1.4% |
| 3M | +16.1% | -2.4% | +18.5% | +20.5% |
| 6M | +23.1% | +2.6% | +20.5% | +20.3% |
| YTD | +66.4% | +11.2% | +55.2% | +46.9% |
| 1Y | +18.9% | +13.4% | +5.5% | +2.8% |
| 3Y | +18.9% | +79.9% | -61.0% | -42.4% |
| 5Y | -50.0% | +72.2% | -122.2% | -73.6% |
| All | -69.2% | +123.6% | -192.8% | -90.9% |
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