+20.0%
SPY vs FND
-36.4%
+56.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | +0.1% | -5.2% | +5.3% | +0.7% |
| 30D | +0.1% | -19.9% | +19.9% | +2.5% |
| 3M | +2.0% | +2.7% | -0.7% | +1.1% |
| 6M | +13.0% | -21.7% | +34.7% | +15.0% |
| YTD | +13.5% | -17.5% | +31.1% | +14.7% |
| 1Y | +20.0% | -39.3% | +59.3% | +23.3% |
| All | +20.0% | -36.4% | +56.3% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling