-47.5%
FND vs SM
-6.8%
-40.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.9% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | -19.9% | +26.3% | -46.2% | -21.9% |
| 3M | +2.7% | +8.7% | -6.0% | +1.6% |
| 6M | -21.7% | +51.7% | -73.4% | -29.2% |
| YTD | -17.5% | +99.0% | -116.6% | -31.2% |
| 1Y | -39.3% | +34.6% | -73.9% | -43.8% |
| All | -47.5% | -6.8% | -40.7% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling