+27.5%
FFND vs SPY
+80.9%
-53.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.1% |
| 7D | -2.1% | -2.0% | -0.1% | +0.4% |
| 30D | -4.6% | -1.7% | -2.9% | -2.6% |
| 3M | +3.4% | +4.7% | -1.4% | -2.5% |
| 6M | +7.8% | +12.5% | -4.7% | -7.1% |
| YTD | +7.5% | +11.7% | -4.3% | -6.6% |
| 1Y | +11.2% | +17.5% | -6.3% | -9.4% |
| 3Y | +64.8% | +76.6% | -11.8% | -22.7% |
| 5Y | +28.4% | +82.0% | -53.6% | -40.0% |
| All | +27.5% | +80.9% | -53.4% | -39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling