+5.7%
FPFD vs SPY
+93.2%
-87.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -0.4% | +3.3% | -3.7% | -0.8% |
| 30D | -0.1% | -2.7% | +2.6% | +0.3% |
| 3M | -2.6% | -1.7% | -0.9% | -2.4% |
| 6M | -3.8% | +3.1% | -6.9% | -4.3% |
| YTD | -2.3% | +11.9% | -14.2% | -4.0% |
| 1Y | -2.3% | +12.0% | -14.3% | -4.1% |
| 3Y | +19.7% | +78.2% | -58.4% | +8.8% |
| 5Y | +4.0% | +73.2% | -69.3% | -6.4% |
| All | +5.7% | +93.2% | -87.5% | -5.1% |
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