+51.5%
FE vs SN
+389.7%
-338.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.6% |
| 7D | +1.9% | -9.3% | +11.3% | +2.1% |
| 30D | -1.2% | -4.8% | +3.6% | -1.1% |
| 3M | +3.5% | +40.4% | -36.9% | +2.9% |
| 6M | -6.1% | +50.9% | -57.0% | -6.7% |
| YTD | +7.6% | +54.9% | -47.3% | +6.8% |
| 1Y | +11.9% | +43.0% | -31.1% | +11.4% |
| All | +51.5% | +389.7% | -338.1% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling