+130.0%
FDS vs SPY
+315.0%
-185.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -2.3% |
| 7D | -5.0% | +0.1% | -5.0% | -5.2% |
| 30D | +13.8% | -3.3% | +17.1% | +16.6% |
| 3M | +14.8% | -2.4% | +17.3% | +16.8% |
| 6M | +47.4% | +2.6% | +44.8% | +42.7% |
| YTD | +14.2% | +11.2% | +2.9% | +2.8% |
| 1Y | +26.6% | +13.4% | +13.3% | +11.9% |
| 3Y | -24.4% | +79.9% | -104.3% | -56.9% |
| 5Y | -22.6% | +72.2% | -94.8% | -54.3% |
| 10Y | +130.0% | +307.3% | -177.3% | -44.0% |
| All | +130.0% | +315.0% | -185.0% | -44.0% |
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 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