+141.3%
FNDE vs SPY
+463.3%
-322.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +0.4% | +2.6% | -2.2% | -1.7% |
| 30D | -5.6% | -2.0% | -3.6% | -4.1% |
| 3M | -2.4% | -2.8% | +0.4% | -0.2% |
| 6M | -2.0% | +2.1% | -4.1% | -3.8% |
| YTD | +12.4% | +11.5% | +0.9% | +2.8% |
| 1Y | +12.3% | +13.5% | -1.2% | +1.2% |
| 3Y | +75.8% | +77.7% | -1.9% | +7.7% |
| 5Y | +55.6% | +72.6% | -17.0% | -3.7% |
| 10Y | +153.7% | +308.2% | -154.5% | -35.9% |
| All | +141.3% | +463.3% | -322.1% | -57.1% |
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