+47.0%
FDNI vs SPY
+202.9%
-155.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | +4.1% | -0.6% | +4.7% | +4.4% |
| 30D | -1.9% | -3.7% | +1.8% | +1.3% |
| 3M | -11.8% | -2.7% | -9.1% | -9.8% |
| 6M | -7.1% | +2.2% | -9.3% | -9.2% |
| YTD | -22.9% | +10.8% | -33.8% | -29.8% |
| 1Y | -28.7% | +11.2% | -39.9% | -35.3% |
| 3Y | +26.3% | +76.5% | -50.2% | -23.7% |
| 5Y | -35.8% | +72.9% | -108.7% | -60.4% |
| All | +47.0% | +202.9% | -155.9% | -35.2% |
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