+34.9%
FE vs SN
+659.6%
-624.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.5% |
| 7D | -1.0% | +7.2% | -8.2% | -1.2% |
| 30D | +4.1% | +20.4% | -16.2% | +3.8% |
| 3M | -1.0% | +23.9% | -24.9% | -1.5% |
| 6M | +4.0% | +93.0% | -89.0% | +2.4% |
| YTD | +6.8% | +99.2% | -92.4% | +5.1% |
| 1Y | +5.3% | +142.6% | -137.3% | +3.1% |
| 3Y | +44.6% | +398.8% | -354.2% | +33.0% |
| All | +34.9% | +659.6% | -624.6% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling