+97.0%
FDUS vs SPY
+67.4%
+29.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +1.8% | -2.7% | +4.5% | +3.1% |
| 30D | +4.4% | -5.4% | +9.8% | +7.3% |
| 3M | -2.0% | -4.1% | +2.1% | 0.0% |
| 6M | +12.3% | +0.7% | +11.6% | +11.6% |
| YTD | +11.3% | +8.7% | +2.6% | +6.4% |
| 1Y | +6.6% | +10.9% | -4.3% | +0.8% |
| 3Y | +44.4% | +75.0% | -30.6% | +8.5% |
| All | +97.0% | +67.4% | +29.7% | +44.1% |
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