+307.3%
SPY vs FDS
+135.1%
+172.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | +0.1% | -5.0% | +5.0% | +1.6% |
| 30D | -3.3% | +13.8% | -17.1% | -7.6% |
| 3M | -2.4% | +14.8% | -17.3% | -7.6% |
| 6M | +2.6% | +47.4% | -44.8% | -12.7% |
| YTD | +11.2% | +14.2% | -2.9% | +3.1% |
| 1Y | +13.4% | +26.6% | -13.3% | +0.1% |
| 3Y | +79.9% | -24.4% | +104.3% | +95.0% |
| 5Y | +72.2% | -22.6% | +94.8% | +81.7% |
| 10Y | +307.3% | +130.0% | +177.3% | +172.1% |
| All | +307.3% | +135.1% | +172.2% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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