+111.8%
FDTX vs SPY
+83.2%
+28.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -0.8% |
| 7D | +0.5% | -2.0% | +2.4% | +3.6% |
| 30D | -1.6% | -1.7% | +0.1% | +1.0% |
| 3M | +4.2% | +4.7% | -0.5% | -2.1% |
| 6M | +38.9% | +12.5% | +26.4% | +18.5% |
| YTD | +32.7% | +11.7% | +20.9% | +14.6% |
| 1Y | +38.7% | +17.5% | +21.2% | +12.0% |
| 3Y | +115.1% | +76.6% | +38.5% | -3.9% |
| All | +111.8% | +83.2% | +28.6% | -9.0% |
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