-13.4%
FND vs SFM
-35.8%
+22.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.6% | +7.3% | +10.6% |
| 7D | +12.3% | -12.3% | +24.6% | +12.9% |
| 30D | +14.7% | -16.2% | +30.9% | +16.1% |
| 3M | -12.0% | -36.8% | +24.8% | -7.9% |
| 6M | +10.8% | -32.6% | +43.3% | +14.5% |
| YTD | -12.3% | -31.7% | +19.4% | -9.1% |
| 1Y | -13.4% | -35.0% | +21.6% | -8.5% |
| All | -13.4% | -35.8% | +22.4% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling