+56.7%
FND vs SPY
+272.9%
-216.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.3% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | -19.9% | +0.1% | -19.9% | -19.8% |
| 3M | +2.7% | +2.0% | +0.7% | -0.1% |
| 6M | -21.7% | +13.0% | -34.7% | -34.1% |
| YTD | -17.5% | +13.5% | -31.1% | -31.0% |
| 1Y | -39.3% | +20.0% | -59.3% | -53.1% |
| 3Y | -49.8% | +77.2% | -127.0% | -78.2% |
| 5Y | -60.1% | +81.9% | -142.0% | -82.5% |
| All | +56.7% | +272.9% | -216.2% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling