+43.0%
FDNI vs SPY
+204.7%
-161.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -4.3% | +2.6% | -6.9% | -6.6% |
| 30D | -3.7% | -2.0% | -1.7% | -2.2% |
| 3M | -11.1% | -2.8% | -8.3% | -9.0% |
| 6M | -10.0% | +2.1% | -12.2% | -12.0% |
| YTD | -25.0% | +11.5% | -36.5% | -32.1% |
| 1Y | -28.9% | +13.5% | -42.3% | -36.6% |
| 3Y | +23.4% | +77.7% | -54.3% | -25.9% |
| 5Y | -41.1% | +72.6% | -113.7% | -63.6% |
| All | +43.0% | +204.7% | -161.7% | -37.3% |
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