+166.7%
FNDA vs SPY
+304.1%
-137.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +0.3% | -0.6% | +0.9% | +0.9% |
| 30D | +2.1% | -3.7% | +5.8% | +6.1% |
| 3M | -3.7% | -2.7% | -1.0% | -1.0% |
| 6M | +1.6% | +2.2% | -0.6% | -1.0% |
| YTD | +16.3% | +10.8% | +5.5% | +4.1% |
| 1Y | +19.3% | +11.2% | +8.0% | +6.3% |
| 3Y | +60.3% | +76.5% | -16.2% | -12.7% |
| 5Y | +36.9% | +72.9% | -36.1% | -23.8% |
| 10Y | +166.7% | +304.8% | -138.1% | -40.5% |
| All | +166.7% | +304.1% | -137.4% | -40.5% |
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