+269.1%
SPY vs FND
+68.8%
+200.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | -0.9% | -4.4% | +3.5% | 0.0% |
| 30D | -2.4% | +14.5% | -16.9% | -5.3% |
| 3M | -1.2% | -15.6% | +14.5% | +1.9% |
| 6M | +3.3% | +4.7% | -1.4% | +0.8% |
| YTD | +12.3% | -16.1% | +28.4% | +13.9% |
| 1Y | +12.4% | -16.0% | +28.5% | +13.8% |
| 3Y | +78.8% | -35.5% | +114.3% | +84.3% |
| 5Y | +75.2% | -60.5% | +135.7% | +92.5% |
| All | +269.1% | +68.8% | +200.3% | +197.8% |
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