+46.2%
FND vs SPY
+267.0%
-220.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.6% |
| 7D | -5.1% | -2.0% | -3.1% | -2.2% |
| 30D | -22.5% | -1.7% | -20.9% | -20.5% |
| 3M | -5.0% | +4.7% | -9.7% | -11.0% |
| 6M | -21.5% | +12.5% | -34.0% | -33.5% |
| YTD | -23.0% | +11.7% | -34.7% | -34.0% |
| 1Y | -44.9% | +17.5% | -62.4% | -56.1% |
| 3Y | -50.0% | +76.6% | -126.6% | -78.2% |
| 5Y | -63.3% | +82.0% | -145.4% | -83.9% |
| All | +46.2% | +267.0% | -220.7% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling