+266.1%
FDUS vs SPY
+313.4%
-47.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -2.5% | +0.1% | -2.5% | -2.6% |
| 3M | +8.1% | +2.0% | +6.1% | +6.2% |
| 6M | +12.4% | +13.0% | -0.6% | +1.3% |
| YTD | +8.3% | +13.5% | -5.2% | -2.8% |
| 1Y | +3.1% | +20.0% | -16.9% | -11.8% |
| 3Y | +48.4% | +77.2% | -28.7% | -11.1% |
| 5Y | +94.4% | +81.9% | +12.5% | +10.6% |
| All | +266.1% | +313.4% | -47.3% | -4.8% |
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