+56.7%
FND vs SM
+83.5%
-26.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.0% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | -19.9% | +26.3% | -46.2% | -22.4% |
| 3M | +2.7% | +8.7% | -6.0% | +0.7% |
| 6M | -21.7% | +51.7% | -73.4% | -27.5% |
| YTD | -17.5% | +99.0% | -116.6% | -26.7% |
| 1Y | -39.3% | +34.6% | -73.9% | -43.3% |
| 3Y | -49.8% | -7.8% | -42.0% | -51.5% |
| 5Y | -60.1% | +104.8% | -164.9% | -66.1% |
| All | +56.7% | +83.5% | -26.8% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling