+48.5%
FND vs SM
+91.2%
-42.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -0.8% | -0.2% | -0.5% | -0.8% |
| 30D | -19.6% | +20.3% | -39.9% | -21.6% |
| 3M | -4.3% | +22.9% | -27.3% | -7.7% |
| 6M | -20.4% | +47.8% | -68.3% | -26.0% |
| YTD | -21.9% | +107.5% | -129.3% | -30.9% |
| 1Y | -45.2% | +51.7% | -96.9% | -49.6% |
| 3Y | -49.2% | -0.9% | -48.4% | -51.5% |
| 5Y | -61.8% | +112.2% | -174.1% | -67.7% |
| All | +48.5% | +91.2% | -42.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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