-39.8%
FDRV vs SPY
+82.9%
-122.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.4% |
| 7D | +0.4% | -0.6% | +1.0% | +1.2% |
| 30D | -6.9% | -3.7% | -3.2% | -1.7% |
| 3M | -17.3% | -2.7% | -14.6% | -13.9% |
| 6M | -24.3% | +2.2% | -26.4% | -26.1% |
| YTD | -7.6% | +10.8% | -18.5% | -19.6% |
| 1Y | -13.0% | +11.2% | -24.3% | -24.7% |
| 3Y | +4.6% | +76.5% | -71.9% | -54.2% |
| 5Y | -46.6% | +72.9% | -119.5% | -74.9% |
| All | -39.8% | +82.9% | -122.7% | -73.6% |
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