+25.8%
FNDF vs SPY
+9.8%
+16.1%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.7% | +1.2% |
| 7D | -1.8% | -4.7% | +2.9% | +2.5% |
| 30D | -1.3% | -5.9% | +4.6% | +4.3% |
| 3M | -2.5% | -4.5% | +2.0% | +1.5% |
| 6M | +2.9% | +1.8% | +1.1% | +0.6% |
| YTD | +18.5% | +8.3% | +10.1% | +8.8% |
| 1Y | +25.8% | +9.3% | +16.5% | +14.7% |
| All | +25.8% | +9.8% | +16.1% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling