+236.7%
FDN vs SPY
+315.0%
-78.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +0.2% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | -10.9% | -3.3% | -7.5% | -7.1% |
| 3M | -7.2% | -2.4% | -4.8% | -4.2% |
| 6M | +0.4% | +2.6% | -2.2% | -2.4% |
| YTD | -0.2% | +11.2% | -11.5% | -12.0% |
| 1Y | -1.4% | +13.4% | -14.8% | -15.0% |
| 3Y | +69.6% | +79.9% | -10.3% | -15.4% |
| 5Y | +8.0% | +72.2% | -64.2% | -41.8% |
| 10Y | +236.7% | +307.3% | -70.6% | -33.1% |
| All | +236.7% | +315.0% | -78.3% | -33.1% |
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