+1,175.4%
FDN vs SPY
+756.2%
+419.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.3% |
| 7D | -2.1% | -2.7% | +0.6% | +0.9% |
| 30D | -11.8% | -5.4% | -6.4% | -6.2% |
| 3M | -8.1% | -4.1% | -4.0% | -3.6% |
| 6M | -2.4% | +0.7% | -3.1% | -2.9% |
| YTD | -3.2% | +8.7% | -11.9% | -11.4% |
| 1Y | -3.8% | +10.9% | -14.7% | -13.8% |
| 3Y | +64.9% | +75.0% | -10.1% | -9.5% |
| 5Y | +5.1% | +67.8% | -62.7% | -37.6% |
| 10Y | +232.8% | +312.9% | -80.0% | -21.2% |
| All | +1,175.4% | +756.2% | +419.2% | +59.6% |
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