+328.9%
FIDU vs SPY
+438.5%
-109.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.6% |
| 7D | +4.7% | +3.3% | +1.4% | +1.4% |
| 30D | +0.6% | -2.7% | +3.3% | +3.3% |
| 3M | -8.9% | -1.7% | -7.1% | -7.3% |
| 6M | -4.2% | +3.1% | -7.3% | -7.1% |
| YTD | +9.8% | +11.9% | -2.1% | -1.9% |
| 1Y | +10.3% | +12.0% | -1.7% | -1.5% |
| 3Y | +71.3% | +78.2% | -6.9% | -4.7% |
| 5Y | +67.2% | +73.2% | -6.0% | -4.7% |
| 10Y | +230.3% | +309.6% | -79.4% | -22.8% |
| All | +328.9% | +438.5% | -109.6% | -24.4% |
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