+52.4%
FND vs SPY
+267.5%
-215.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -3.9% |
| 7D | -5.1% | +3.3% | -8.4% | -9.5% |
| 30D | +9.2% | -2.7% | +11.9% | +13.6% |
| 3M | -17.7% | -1.7% | -16.0% | -15.5% |
| 6M | +2.5% | +3.1% | -0.6% | -1.8% |
| YTD | -19.8% | +11.9% | -31.7% | -31.4% |
| 1Y | -22.7% | +12.0% | -34.7% | -33.9% |
| 3Y | -38.3% | +78.2% | -116.5% | -73.5% |
| 5Y | -63.0% | +73.2% | -136.2% | -82.6% |
| All | +52.4% | +267.5% | -215.2% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling