+68.8%
FIDI vs SPY
+208.7%
-140.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +1.8% | +0.1% | +1.8% | +1.7% |
| 3M | +6.8% | +2.0% | +4.8% | +5.1% |
| 6M | +8.8% | +13.0% | -4.2% | -0.7% |
| YTD | +17.0% | +13.5% | +3.4% | +6.3% |
| 1Y | +26.9% | +20.0% | +6.9% | +10.6% |
| 3Y | +76.8% | +77.2% | -0.4% | +13.2% |
| 5Y | +76.9% | +81.9% | -5.0% | +9.6% |
| All | +68.8% | +208.7% | -140.0% | -32.5% |
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