-39.8%
FN vs S
+27.1%
-67.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -8.8% | -5.4% | -13.9% |
| 7D | -16.0% | -16.7% | +0.7% | -15.7% |
| 30D | -40.1% | -17.0% | -23.1% | -40.1% |
| 3M | -43.9% | +2.0% | -45.9% | -42.6% |
| 6M | -55.6% | +35.1% | -90.7% | -53.8% |
| YTD | -35.7% | +42.8% | -78.5% | -31.6% |
| 1Y | -39.8% | +27.7% | -67.6% | -35.5% |
| All | -39.8% | +27.1% | -67.0% | -35.5% |
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