+110.6%
SPOT vs FND
-62.8%
+173.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.2% |
| 7D | -6.9% | -5.1% | -1.8% | -5.5% |
| 30D | +4.1% | -22.5% | +26.7% | +11.9% |
| 3M | +3.7% | -5.0% | +8.7% | +3.6% |
| 6M | -1.6% | -21.5% | +19.9% | +3.4% |
| YTD | -10.2% | -23.0% | +12.9% | -6.1% |
| 1Y | -25.9% | -44.9% | +19.0% | -13.9% |
| 3Y | +235.6% | -50.0% | +285.6% | +261.3% |
| 5Y | +110.6% | -63.3% | +173.9% | +145.0% |
| All | +110.6% | -62.8% | +173.4% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling