+49.3%
FDV vs SPY
+102.8%
-53.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | 0.0% | -0.9% | +0.9% | +0.4% |
| 3M | +6.6% | +3.9% | +2.7% | +4.5% |
| 6M | +7.5% | +14.5% | -7.0% | 0.0% |
| YTD | +17.9% | +12.9% | +5.0% | +10.5% |
| 1Y | +20.4% | +19.4% | +1.0% | +9.3% |
| 3Y | +57.7% | +78.5% | -20.7% | +10.3% |
| All | +49.3% | +102.8% | -53.5% | -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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling