+37.9%
FE vs SN
+671.3%
-633.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | +1.0% |
| 7D | +1.2% | +1.5% | -0.3% | +1.2% |
| 30D | +4.5% | +21.5% | -17.0% | +4.1% |
| 3M | +1.3% | +20.0% | -18.7% | +0.9% |
| 6M | +8.7% | +119.9% | -111.3% | +6.7% |
| YTD | +9.2% | +102.3% | -93.1% | +7.4% |
| 1Y | +7.0% | +148.0% | -141.0% | +4.7% |
| 3Y | +51.4% | +450.0% | -398.6% | +38.7% |
| All | +37.9% | +671.3% | -633.3% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling