+248.3%
FDRR vs SPY
+308.5%
-60.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +1.9% | +3.3% | -1.4% | -1.0% |
| 30D | -2.4% | -2.7% | +0.3% | 0.0% |
| 3M | -2.1% | -1.7% | -0.3% | -0.6% |
| 6M | +7.2% | +3.1% | +4.1% | +4.1% |
| YTD | +13.3% | +11.9% | +1.4% | +2.1% |
| 1Y | +15.0% | +12.0% | +3.0% | +3.6% |
| 3Y | +81.6% | +78.2% | +3.4% | +7.1% |
| 5Y | +73.7% | +73.2% | +0.5% | +4.4% |
| All | +248.3% | +308.5% | -60.2% | -6.9% |
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 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