+82.1%
FDSB vs SPY
+40.4%
+41.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +1.7% | -2.0% | +3.7% | +2.2% |
| 30D | +3.7% | -1.7% | +5.4% | +4.2% |
| 3M | +20.3% | +4.7% | +15.6% | +18.8% |
| 6M | +26.1% | +12.5% | +13.6% | +22.0% |
| YTD | +24.5% | +11.7% | +12.7% | +20.6% |
| 1Y | +34.2% | +17.5% | +16.7% | +27.9% |
| All | +82.1% | +40.4% | +41.8% | +63.8% |
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 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