+231.7%
SPOT vs FND
-50.0%
+281.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -6.5% | -0.8% | -5.7% | -6.5% |
| 30D | +2.2% | -19.6% | +21.8% | +3.3% |
| 3M | +5.4% | -4.3% | +9.7% | +5.3% |
| 6M | -4.0% | -20.4% | +16.4% | -3.1% |
| YTD | -9.9% | -21.9% | +11.9% | -9.2% |
| 1Y | -27.3% | -45.2% | +17.9% | -25.0% |
| All | +231.7% | -50.0% | +281.8% | +245.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling