+31.6%
FDS vs SPY
+14.6%
+17.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +3.0% |
| 7D | +9.4% | -0.7% | +10.1% | +9.4% |
| 30D | +23.8% | -1.0% | +24.8% | +23.8% |
| 3M | +25.1% | -0.3% | +25.5% | +25.0% |
| 6M | +53.8% | +7.3% | +46.4% | +52.5% |
| YTD | +19.6% | +13.3% | +6.2% | +15.5% |
| 1Y | +31.6% | +14.8% | +16.9% | +27.8% |
| All | +31.6% | +14.6% | +17.0% | +27.8% |
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