+326.9%
FIDU vs SPY
+436.5%
-109.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +3.8% | +2.6% | +1.2% | +1.2% |
| 30D | +1.3% | -2.0% | +3.3% | +3.3% |
| 3M | -9.2% | -2.8% | -6.5% | -6.7% |
| 6M | -4.4% | +2.1% | -6.5% | -6.4% |
| YTD | +9.3% | +11.5% | -2.2% | -2.0% |
| 1Y | +12.0% | +13.5% | -1.5% | -1.3% |
| 3Y | +70.4% | +77.7% | -7.3% | -4.9% |
| 5Y | +66.4% | +72.6% | -6.2% | -4.8% |
| 10Y | +228.8% | +308.2% | -79.4% | -22.9% |
| All | +326.9% | +436.5% | -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