+69.7%
FDN vs SPY
+77.4%
-7.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +1.2% | +0.1% | +1.2% | +1.2% |
| 3M | +3.6% | +2.0% | +1.6% | +1.2% |
| 6M | +17.8% | +13.0% | +4.8% | +1.7% |
| YTD | +8.1% | +13.5% | -5.5% | -7.2% |
| 1Y | +3.8% | +20.0% | -16.2% | -16.5% |
| All | +69.7% | +77.4% | -7.7% | -19.4% |
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