+108.0%
FID vs SPY
+315.0%
-207.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | -0.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +0.9% | -3.3% | +4.2% | +2.8% |
| 3M | -1.0% | -2.4% | +1.4% | +0.4% |
| 6M | +4.5% | +2.6% | +2.0% | +2.8% |
| YTD | +12.4% | +11.2% | +1.2% | +5.3% |
| 1Y | +17.1% | +13.4% | +3.7% | +8.4% |
| 3Y | +75.6% | +79.9% | -4.3% | +20.3% |
| 5Y | +54.7% | +72.2% | -17.5% | +7.9% |
| 10Y | +108.0% | +307.3% | -199.3% | -14.1% |
| All | +108.0% | +315.0% | -207.0% | -14.1% |
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 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