+179.0%
FNDC vs SPY
+470.6%
-291.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | 0.0% |
| 7D | +1.3% | +0.5% | +0.7% | +0.8% |
| 30D | +0.9% | -0.9% | +1.8% | +1.6% |
| 3M | +6.5% | +3.9% | +2.6% | +3.4% |
| 6M | +9.9% | +14.5% | -4.6% | -1.0% |
| YTD | +16.2% | +12.9% | +3.3% | +5.8% |
| 1Y | +20.0% | +19.4% | +0.6% | +4.6% |
| 3Y | +72.8% | +78.5% | -5.6% | +8.4% |
| 5Y | +48.5% | +81.8% | -33.2% | -9.0% |
| 10Y | +129.1% | +311.5% | -182.5% | -29.3% |
| All | +179.0% | +470.6% | -291.6% | -35.9% |
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 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