+126.0%
FDS vs SPY
+304.1%
-178.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | -2.0% | -0.6% | -1.4% | -1.7% |
| 30D | +13.5% | -3.7% | +17.2% | +16.7% |
| 3M | +15.2% | -2.7% | +17.9% | +17.4% |
| 6M | +47.0% | +2.2% | +44.9% | +42.8% |
| YTD | +13.9% | +10.8% | +3.1% | +2.8% |
| 1Y | +25.2% | +11.2% | +13.9% | +12.5% |
| 3Y | -25.3% | +76.5% | -101.8% | -56.6% |
| 5Y | -23.3% | +72.9% | -96.2% | -54.9% |
| 10Y | +126.0% | +304.8% | -178.8% | -44.5% |
| All | +126.0% | +304.1% | -178.1% | -44.5% |
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 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