+36.3%
FE vs SN
+659.6%
-623.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.5% |
| 7D | 0.0% | +7.2% | -7.2% | -0.2% |
| 30D | +5.2% | +20.4% | -15.2% | +4.8% |
| 3M | 0.0% | +23.9% | -23.9% | -0.5% |
| 6M | +5.0% | +93.0% | -88.0% | +3.5% |
| YTD | +7.9% | +99.2% | -91.3% | +6.1% |
| 1Y | +6.3% | +142.6% | -136.3% | +4.2% |
| 3Y | +46.0% | +398.8% | -352.8% | +34.4% |
| All | +36.3% | +659.6% | -623.3% | +24.6% |
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