-61.0%
FND vs SM
+111.2%
-172.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.6% | -8.2% | -5.1% |
| 7D | +0.4% | -0.2% | +0.5% | +0.3% |
| 30D | -23.6% | +31.5% | -55.1% | -26.7% |
| 3M | +4.3% | +17.3% | -13.0% | +1.0% |
| 6M | -20.3% | +48.5% | -68.8% | -27.6% |
| YTD | -21.3% | +106.3% | -127.6% | -33.8% |
| 1Y | -45.4% | +47.3% | -92.7% | -50.8% |
| 3Y | -48.9% | -1.4% | -47.4% | -52.0% |
| 5Y | -61.0% | +114.0% | -175.1% | -66.8% |
| All | -61.0% | +111.2% | -172.3% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling