+204.1%
FNDF vs SPY
+447.4%
-243.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.7% | +0.9% |
| 7D | -1.8% | -4.7% | +2.9% | +2.2% |
| 30D | -1.3% | -5.9% | +4.6% | +3.7% |
| 3M | -2.5% | -4.5% | +2.0% | +1.2% |
| 6M | +2.9% | +1.8% | +1.1% | +1.3% |
| YTD | +18.5% | +8.3% | +10.1% | +10.9% |
| 1Y | +25.8% | +9.3% | +16.5% | +16.8% |
| 3Y | +84.7% | +74.9% | +9.9% | +14.1% |
| 5Y | +86.0% | +67.3% | +18.8% | +18.2% |
| 10Y | +198.5% | +311.6% | -113.1% | -20.3% |
| All | +204.1% | +447.4% | -243.3% | -39.6% |
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