+244.2%
FNDA vs SPY
+447.4%
-203.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | +1.1% |
| 7D | -2.6% | -4.7% | +2.1% | +2.4% |
| 30D | -1.0% | -5.9% | +4.9% | +5.4% |
| 3M | -6.4% | -4.5% | -1.9% | -1.9% |
| 6M | -0.3% | +1.8% | -2.1% | -2.4% |
| YTD | +13.6% | +8.3% | +5.3% | +4.1% |
| 1Y | +17.0% | +9.3% | +7.6% | +6.2% |
| 3Y | +52.7% | +74.9% | -22.2% | -15.9% |
| 5Y | +32.0% | +67.3% | -35.3% | -23.7% |
| 10Y | +176.5% | +311.6% | -135.1% | -37.6% |
| All | +244.2% | +447.4% | -203.1% | -44.0% |
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 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