-37.2%
FDNI vs SPY
+81.8%
-118.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.0% |
| 7D | -1.2% | +0.5% | -1.8% | -1.8% |
| 30D | -8.1% | -0.9% | -7.2% | -7.1% |
| 3M | +0.1% | +3.9% | -3.8% | -4.3% |
| 6M | -5.6% | +14.5% | -20.2% | -19.0% |
| YTD | -20.4% | +12.9% | -33.4% | -30.6% |
| 1Y | -25.3% | +19.4% | -44.7% | -38.7% |
| 3Y | +26.3% | +78.5% | -52.2% | -35.6% |
| 5Y | -37.2% | +81.8% | -118.9% | -67.9% |
| All | -37.2% | +81.8% | -118.9% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling