+97.7%
FID vs SPY
+451.9%
-354.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -1.4% | -2.7% | +1.3% | +0.1% |
| 30D | +0.2% | -5.4% | +5.6% | +3.4% |
| 3M | -1.3% | -4.1% | +2.8% | +1.0% |
| 6M | +2.7% | +0.7% | +2.0% | +2.1% |
| YTD | +11.0% | +8.7% | +2.3% | +5.5% |
| 1Y | +16.2% | +10.9% | +5.4% | +9.2% |
| 3Y | +70.0% | +75.0% | -5.0% | +19.7% |
| 5Y | +52.8% | +67.8% | -15.0% | +9.3% |
| 10Y | +108.3% | +312.9% | -204.5% | -11.9% |
| All | +97.7% | +451.9% | -354.2% | -26.6% |
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