+264.0%
SPOT vs FND
-3.1%
+267.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.6% |
| 7D | -0.9% | -5.2% | +4.3% | +0.4% |
| 30D | +12.5% | -19.9% | +32.4% | +18.9% |
| 3M | +9.9% | +2.7% | +7.2% | +7.5% |
| 6M | +1.6% | -21.7% | +23.2% | +6.3% |
| YTD | -6.6% | -17.5% | +10.9% | -4.5% |
| 1Y | -22.9% | -39.3% | +16.4% | -14.7% |
| 3Y | +244.3% | -49.8% | +294.0% | +277.5% |
| 5Y | +117.8% | -60.1% | +177.9% | +143.2% |
| All | +264.0% | -3.1% | +267.1% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling