+114.1%
FDTX vs SPY
+84.8%
+29.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | -0.2% |
| 7D | 0.0% | -0.8% | +0.8% | +1.2% |
| 30D | -2.0% | -1.1% | -0.9% | -0.4% |
| 3M | +0.5% | +3.9% | -3.3% | -4.5% |
| 6M | +40.2% | +13.6% | +26.6% | +17.8% |
| YTD | +34.1% | +12.7% | +21.4% | +14.3% |
| 1Y | +39.0% | +17.5% | +21.5% | +12.1% |
| 3Y | +114.9% | +76.9% | +38.0% | -4.1% |
| All | +114.1% | +84.8% | +29.3% | -9.2% |
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