+102.4%
FN vs SAN
+235.5%
-133.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.2% | +13.9% | +12.5% |
| 7D | 0.0% | +4.9% | -5.0% | -2.5% |
| 30D | -34.3% | -13.0% | -21.3% | -30.6% |
| 3M | -39.9% | -18.9% | -21.0% | -34.6% |
| 6M | -51.8% | -4.1% | -47.7% | -51.5% |
| YTD | -28.1% | +2.6% | -30.7% | -29.7% |
| 1Y | -29.1% | +16.9% | -46.0% | -33.6% |
| 3Y | +102.4% | +239.1% | -136.6% | +56.8% |
| All | +102.4% | +235.5% | -133.1% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling