+252.8%
SPOT vs FND
-8.7%
+261.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -3.1% | -5.8% | +2.7% | -1.5% |
| 30D | +7.4% | -20.2% | +27.6% | +13.8% |
| 3M | +8.2% | -12.0% | +20.1% | +10.7% |
| 6M | +2.2% | -18.5% | +20.7% | +5.7% |
| YTD | -9.5% | -22.3% | +12.8% | -6.0% |
| 1Y | -23.8% | -47.6% | +23.8% | -11.9% |
| 3Y | +233.5% | -49.8% | +283.2% | +263.8% |
| 5Y | +112.2% | -63.0% | +175.2% | +141.6% |
| All | +252.8% | -8.7% | +261.5% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling