+157.7%
FNDE vs SPY
+473.7%
-316.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.0% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +3.8% | +0.1% | +3.7% | +3.7% |
| 3M | +4.3% | +2.0% | +2.3% | +2.6% |
| 6M | +12.0% | +13.0% | -1.0% | +1.4% |
| YTD | +20.0% | +13.5% | +6.5% | +8.2% |
| 1Y | +30.8% | +20.0% | +10.9% | +12.8% |
| 3Y | +82.9% | +77.2% | +5.7% | +12.4% |
| 5Y | +65.8% | +81.9% | -16.1% | -2.1% |
| 10Y | +163.8% | +314.1% | -150.2% | -33.9% |
| All | +157.7% | +473.7% | -316.1% | -54.9% |
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