+309.3%
SPY vs FDS
+127.0%
+182.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.1% |
| 7D | +3.3% | -2.6% | +5.9% | +4.1% |
| 30D | -2.7% | +14.1% | -16.7% | -7.0% |
| 3M | -1.7% | +19.8% | -21.5% | -8.2% |
| 6M | +3.1% | +55.0% | -51.9% | -13.8% |
| YTD | +11.9% | +15.9% | -4.0% | +3.3% |
| 1Y | +12.0% | +24.2% | -12.2% | -0.1% |
| 3Y | +78.2% | -24.0% | +102.2% | +93.1% |
| 5Y | +73.2% | -23.3% | +96.6% | +84.0% |
| All | +309.3% | +127.0% | +182.3% | +172.3% |
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