+52.4%
FND vs SFM
+126.2%
-73.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.6% |
| 7D | -5.1% | -0.4% | -4.7% | -5.1% |
| 30D | +9.2% | -19.2% | +28.4% | +12.1% |
| 3M | -17.7% | -40.3% | +22.6% | -11.2% |
| 6M | +2.5% | -40.9% | +43.3% | +10.2% |
| YTD | -19.8% | -35.5% | +15.7% | -15.6% |
| 1Y | -22.7% | -37.4% | +14.8% | -18.2% |
| 3Y | -38.3% | +25.5% | -63.8% | -44.2% |
| 5Y | -63.0% | +113.0% | -176.0% | -69.8% |
| All | +52.4% | +126.2% | -73.9% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling