+48.5%
FND vs SPY
+269.2%
-220.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | -0.8% | -0.4% | -0.4% | -0.2% |
| 30D | -19.6% | -1.4% | -18.2% | -17.9% |
| 3M | -4.3% | +3.7% | -8.0% | -9.1% |
| 6M | -20.4% | +13.0% | -33.4% | -33.0% |
| YTD | -21.9% | +12.4% | -34.3% | -33.6% |
| 1Y | -45.2% | +18.5% | -63.7% | -56.9% |
| 3Y | -49.2% | +77.6% | -126.9% | -78.1% |
| 5Y | -61.8% | +81.7% | -143.5% | -83.2% |
| All | +48.5% | +269.2% | -220.7% | -72.2% |
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