+157.5%
FNDA vs SPY
+307.0%
-149.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +2.1% | +2.6% | -0.5% | -0.7% |
| 30D | +3.0% | -2.0% | +5.0% | +5.1% |
| 3M | -5.5% | -2.8% | -2.7% | -2.7% |
| 6M | +3.3% | +2.1% | +1.1% | +0.7% |
| YTD | +15.9% | +11.5% | +4.4% | +3.0% |
| 1Y | +20.4% | +13.5% | +7.0% | +5.1% |
| 3Y | +60.1% | +77.7% | -17.6% | -13.4% |
| 5Y | +35.1% | +72.6% | -37.5% | -24.7% |
| All | +157.5% | +307.0% | -149.5% | -43.9% |
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