-16.8%
FDS vs SPY
+20.8%
-37.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.5% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +9.0% | +0.1% | +9.0% | +9.0% |
| 3M | +18.9% | +2.0% | +16.9% | +19.9% |
| 6M | +35.1% | +13.0% | +22.1% | +30.3% |
| YTD | +5.5% | +13.5% | -8.0% | +1.9% |
| 1Y | -16.8% | +20.0% | -36.8% | -21.0% |
| All | -16.8% | +20.8% | -37.7% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling