+572.7%
FDUS vs SPY
+647.7%
-75.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.5% |
| 7D | +1.8% | -2.7% | +4.5% | +3.9% |
| 30D | +4.4% | -5.4% | +9.8% | +9.0% |
| 3M | -2.0% | -4.1% | +2.1% | +1.1% |
| 6M | +12.3% | +0.7% | +11.6% | +11.2% |
| YTD | +11.3% | +8.7% | +2.6% | +3.4% |
| 1Y | +6.6% | +10.9% | -4.3% | -2.7% |
| 3Y | +44.4% | +75.0% | -30.6% | -11.7% |
| 5Y | +98.3% | +67.8% | +30.5% | +22.8% |
| 10Y | +298.1% | +312.9% | -14.8% | +11.3% |
| All | +572.7% | +647.7% | -75.0% | +8.6% |
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