+311.5%
SPY vs FDS
+77.6%
+234.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.7% | +0.9% |
| 7D | +0.5% | -5.4% | +5.9% | +2.3% |
| 30D | -0.9% | +1.6% | -2.5% | -1.7% |
| 3M | +3.9% | +17.7% | -13.9% | -3.1% |
| 6M | +14.5% | +29.1% | -14.5% | +1.8% |
| YTD | +12.9% | +1.0% | +11.9% | +9.7% |
| 1Y | +19.4% | -21.6% | +41.0% | +27.9% |
| 3Y | +78.5% | -30.1% | +108.6% | +98.2% |
| 5Y | +81.8% | -20.7% | +102.5% | +87.5% |
| 10Y | +311.5% | +78.3% | +233.2% | +194.9% |
| All | +311.5% | +77.6% | +234.0% | +194.9% |
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