-19.1%
FND vs SFM
-35.5%
+16.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.0% |
| 7D | -4.4% | -7.1% | +2.7% | -3.8% |
| 30D | +14.5% | -21.4% | +35.9% | +16.3% |
| 3M | -15.6% | -40.1% | +24.5% | -11.8% |
| 6M | +4.7% | -38.0% | +42.7% | +8.6% |
| YTD | -16.1% | -36.5% | +20.4% | -13.3% |
| All | -19.1% | -35.5% | +16.3% | -15.7% |
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