-29.1%
FN vs S
+31.6%
-60.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.6% | +10.0% | +11.6% |
| 7D | 0.0% | -13.4% | +13.4% | +0.2% |
| 30D | -34.3% | -14.0% | -20.3% | -34.3% |
| 3M | -39.9% | +4.9% | -44.7% | -38.5% |
| 6M | -51.8% | +42.0% | -93.8% | -49.7% |
| YTD | -28.1% | +45.1% | -73.3% | -23.4% |
| 1Y | -29.1% | +33.1% | -62.1% | -23.7% |
| All | -29.1% | +31.6% | -60.7% | -23.7% |
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