+8.5%
FPFD vs SPY
+96.1%
-87.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.4% | +0.1% | -0.5% | -0.5% |
| 3M | -0.5% | +2.0% | -2.5% | -0.8% |
| 6M | -1.3% | +13.0% | -14.3% | -3.2% |
| YTD | +0.3% | +13.5% | -13.3% | -1.7% |
| 1Y | +1.5% | +20.0% | -18.4% | -1.3% |
| 3Y | +22.1% | +77.2% | -55.1% | +11.1% |
| 5Y | +6.0% | +81.9% | -75.9% | -5.0% |
| All | +8.5% | +96.1% | -87.6% | -2.8% |
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