+1,823.5%
SPY vs FDS
+9,502.8%
-7,679.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.6% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | +0.1% | +9.0% | -9.0% | -2.5% |
| 3M | +2.0% | +18.9% | -16.9% | -3.9% |
| 6M | +13.0% | +35.1% | -22.1% | +1.6% |
| YTD | +13.5% | +5.5% | +8.0% | +8.7% |
| 1Y | +20.0% | -16.8% | +36.8% | +22.0% |
| 3Y | +77.2% | -28.1% | +105.2% | +86.7% |
| 5Y | +81.9% | -17.4% | +99.3% | +83.1% |
| 10Y | +314.1% | +85.4% | +228.6% | +228.6% |
| All | +1,823.5% | +9,502.8% | -7,679.4% | +598.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling