+62.8%
FNDA vs SPY
+78.0%
-15.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.5% | +0.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | +2.4% | -3.3% | +5.8% | +5.9% |
| 3M | -4.2% | -2.4% | -1.8% | -1.9% |
| 6M | +1.9% | +2.6% | -0.6% | -0.9% |
| YTD | +16.8% | +11.2% | +5.5% | +4.5% |
| 1Y | +20.7% | +13.4% | +7.3% | +6.0% |
| 3Y | +62.8% | +79.9% | -17.1% | -20.0% |
| All | +62.8% | +78.0% | -15.3% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling