-41.3%
FDRV vs SPY
+84.0%
-125.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | -1.1% | +2.6% | -3.7% | -4.7% |
| 30D | -5.1% | -2.0% | -3.1% | -2.3% |
| 3M | -19.0% | -2.8% | -16.2% | -15.6% |
| 6M | -27.8% | +2.1% | -29.9% | -29.5% |
| YTD | -10.0% | +11.5% | -21.5% | -22.4% |
| 1Y | -13.3% | +13.5% | -26.7% | -27.0% |
| 3Y | +1.7% | +77.7% | -76.0% | -55.9% |
| 5Y | -49.5% | +72.6% | -122.1% | -76.1% |
| All | -41.3% | +84.0% | -125.3% | -74.5% |
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