+221.5%
FNDF vs SPY
+473.7%
-252.2%
-40.1%
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% | +0.6% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +3.1% | +0.1% | +3.0% | +3.0% |
| 3M | +3.5% | +2.0% | +1.6% | +1.9% |
| 6M | +12.6% | +13.0% | -0.4% | +1.9% |
| YTD | +25.3% | +13.5% | +11.7% | +12.9% |
| 1Y | +38.8% | +20.0% | +18.8% | +19.4% |
| 3Y | +92.2% | +77.2% | +15.0% | +17.6% |
| 5Y | +98.3% | +81.9% | +16.4% | +17.3% |
| 10Y | +205.9% | +314.1% | -108.2% | -17.9% |
| All | +221.5% | +473.7% | -252.2% | -38.5% |
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