-20.7%
FDS vs SPY
+81.8%
-102.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -3.9% |
| 7D | -5.4% | +0.5% | -5.9% | -5.7% |
| 30D | +1.6% | -0.9% | +2.5% | +2.2% |
| 3M | +17.7% | +3.9% | +13.9% | +14.5% |
| 6M | +29.1% | +14.5% | +14.5% | +16.8% |
| YTD | +1.0% | +12.9% | -11.9% | -7.7% |
| 1Y | -21.6% | +19.4% | -41.0% | -31.3% |
| 3Y | -30.1% | +78.5% | -108.6% | -55.4% |
| 5Y | -20.7% | +81.8% | -102.5% | -50.1% |
| All | -20.7% | +81.8% | -102.5% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling