+325.0%
FN vs S
-56.8%
+381.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.1% |
| 7D | -1.7% | -7.7% | +6.0% | -0.4% |
| 30D | -22.0% | -5.3% | -16.7% | -21.7% |
| 3M | -43.0% | +20.3% | -63.3% | -45.2% |
| 6M | -27.7% | +47.4% | -75.1% | -33.8% |
| YTD | -10.5% | +32.5% | -43.0% | -16.7% |
| 1Y | +12.5% | +9.5% | +3.0% | +8.2% |
| 3Y | +153.8% | +15.5% | +138.3% | +141.1% |
| 5Y | +288.0% | -71.2% | +359.2% | +283.6% |
| All | +325.0% | -56.8% | +381.7% | +333.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling