-30.1%
FDNI vs SPY
+11.8%
-41.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.9% |
| 7D | -3.7% | +3.3% | -7.0% | -6.8% |
| 30D | -5.0% | -2.7% | -2.3% | -2.3% |
| 3M | -11.3% | -1.7% | -9.6% | -9.8% |
| 6M | -7.6% | +3.1% | -10.6% | -11.4% |
| YTD | -25.1% | +11.9% | -37.0% | -35.6% |
| 1Y | -30.1% | +12.0% | -42.1% | -40.1% |
| All | -30.1% | +11.8% | -41.9% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling