+71.2%
FDSB vs SPY
+40.6%
+30.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -0.7% | +3.3% | -4.0% | -1.5% |
| 30D | +2.5% | -2.7% | +5.2% | +3.2% |
| 3M | -2.4% | -1.7% | -0.7% | -2.1% |
| 6M | +16.2% | +3.1% | +13.1% | +15.2% |
| YTD | +17.0% | +11.9% | +5.1% | +13.2% |
| 1Y | +33.0% | +12.0% | +21.0% | +28.6% |
| All | +71.2% | +40.6% | +30.6% | +53.8% |
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 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