+114.5%
FDTX vs SPY
+85.2%
+29.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +1.0% |
| 7D | +2.6% | +0.5% | +2.1% | +1.8% |
| 30D | -0.7% | -0.9% | +0.3% | +0.8% |
| 3M | +0.2% | +3.9% | -3.7% | -4.8% |
| 6M | +43.4% | +14.5% | +28.8% | +19.1% |
| YTD | +34.3% | +12.9% | +21.4% | +14.1% |
| 1Y | +39.9% | +19.4% | +20.5% | +10.4% |
| 3Y | +117.8% | +78.5% | +39.3% | -4.3% |
| All | +114.5% | +85.2% | +29.3% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling