+276.2%
FNDB vs SPY
+322.5%
-46.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.1% |
| 7D | -0.7% | -0.8% | +0.1% | 0.0% |
| 30D | -0.4% | -1.1% | +0.6% | +0.5% |
| 3M | +4.6% | +3.9% | +0.7% | +0.9% |
| 6M | +15.4% | +13.6% | +1.8% | +2.4% |
| YTD | +19.8% | +12.7% | +7.1% | +7.1% |
| 1Y | +25.3% | +17.5% | +7.8% | +7.7% |
| 3Y | +74.8% | +76.9% | -2.1% | +1.9% |
| 5Y | +90.7% | +83.6% | +7.1% | +6.5% |
| All | +276.2% | +322.5% | -46.3% | -4.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling