+66.2%
FDS vs SUNB
+13.7%
+52.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.4% |
| 7D | +1.5% | +6.7% | -5.2% | +2.6% |
| 30D | +14.8% | +8.7% | +6.1% | +16.5% |
| 3M | +16.3% | +1.6% | +14.7% | +17.2% |
| 6M | +66.2% | +9.6% | +56.6% | +76.6% |
| All | +66.2% | +13.7% | +52.6% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 6mo: compounded portfolio wealth divided by compounded SUNB 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…
6mo analysis · Full analysis span regression · 6 months rolling