-60.3%
FND vs SM
-13.5%
-46.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.8% | +4.4% |
| 7D | +8.5% | -22.3% | +30.8% | +11.4% |
| 30D | +17.2% | -21.4% | +38.6% | +19.8% |
| 3M | -14.9% | +1.4% | -16.3% | -16.7% |
| 6M | +3.1% | +0.1% | +3.0% | -0.3% |
| YTD | -12.4% | +59.0% | -71.4% | -25.3% |
| 1Y | -10.0% | +64.3% | -74.3% | -24.1% |
| 3Y | -31.3% | -13.1% | -18.2% | -35.7% |
| 5Y | -60.3% | -13.9% | -46.5% | -63.9% |
| All | -60.3% | -13.5% | -46.8% | -63.9% |
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 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