+49.0%
FND vs SM
+64.8%
-15.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -6.8% | +9.4% | -16.2% | -7.9% |
| 30D | +8.0% | -14.4% | +22.3% | +9.3% |
| 3M | -18.9% | +1.6% | -20.5% | -20.0% |
| 6M | +4.7% | +6.3% | -1.7% | +1.7% |
| YTD | -21.6% | +78.8% | -100.4% | -30.0% |
| 1Y | -22.0% | +83.1% | -105.2% | -30.7% |
| 3Y | -40.4% | -5.9% | -34.5% | -43.1% |
| 5Y | -63.8% | +4.8% | -68.6% | -66.8% |
| All | +49.0% | +64.8% | -15.8% | -5.1% |
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