-23.9%
FDS vs SPY
+78.1%
-102.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.5% | +2.6% | -1.1% | +0.3% |
| 30D | +14.8% | -2.0% | +16.8% | +15.7% |
| 3M | +16.3% | -2.8% | +19.1% | +17.6% |
| 6M | +66.2% | +2.1% | +64.1% | +63.8% |
| YTD | +16.2% | +11.5% | +4.7% | +8.7% |
| 1Y | +21.8% | +13.5% | +8.4% | +12.7% |
| 3Y | -23.9% | +77.7% | -101.6% | -48.4% |
| All | -23.9% | +78.1% | -102.0% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling