+567.6%
FDUS vs SPY
+645.4%
-77.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +2.6% |
| 7D | +0.3% | -4.7% | +5.0% | +4.2% |
| 30D | +3.3% | -5.9% | +9.2% | +8.3% |
| 3M | -0.6% | -4.5% | +4.0% | +3.0% |
| 6M | +7.9% | +1.8% | +6.2% | +5.9% |
| YTD | +10.4% | +8.3% | +2.1% | +2.9% |
| 1Y | +5.1% | +9.3% | -4.3% | -3.0% |
| 3Y | +43.2% | +74.9% | -31.7% | -12.4% |
| 5Y | +96.7% | +67.3% | +29.5% | +22.2% |
| 10Y | +295.0% | +311.6% | -16.5% | +10.7% |
| All | +567.6% | +645.4% | -77.8% | +8.0% |
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 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