-25.7%
FN vs S
+36.5%
-62.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -6.0% |
| 7D | -7.0% | -8.2% | +1.2% | -7.0% |
| 30D | -24.7% | -7.6% | -17.1% | -25.0% |
| 3M | -35.7% | +12.0% | -47.6% | -34.4% |
| 6M | -52.4% | +50.6% | -103.0% | -50.5% |
| YTD | -25.0% | +56.6% | -81.6% | -20.4% |
| 1Y | -25.7% | +39.2% | -64.9% | -20.1% |
| All | -25.7% | +36.5% | -62.2% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling