+143.3%
FN vs SAN
+272.3%
-129.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.5% | -13.7% | -14.1% |
| 7D | -16.0% | +3.5% | -19.5% | -17.2% |
| 30D | -40.1% | -13.2% | -26.9% | -37.0% |
| 3M | -43.9% | -16.9% | -27.0% | -40.1% |
| 6M | -55.6% | +2.3% | -58.0% | -56.4% |
| YTD | -35.7% | +4.9% | -40.6% | -37.3% |
| 1Y | -39.8% | +20.4% | -60.3% | -44.0% |
| 3Y | +80.3% | +243.2% | -162.9% | +19.0% |
| 5Y | +143.3% | +275.3% | -132.0% | +59.6% |
| All | +143.3% | +272.3% | -129.0% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling