+2,625.3%
FN vs SAN
+166.5%
+2,458.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -37.3% |
| 3M | -43.9% | -16.9% | -27.0% | -40.4% |
| 6M | -55.6% | +2.3% | -58.0% | -56.4% |
| YTD | -35.7% | +4.9% | -40.6% | -37.2% |
| 1Y | -39.8% | +20.4% | -60.3% | -44.0% |
| 3Y | +80.3% | +243.2% | -162.9% | +15.2% |
| 5Y | +143.3% | +275.3% | -132.0% | +45.8% |
| 10Y | +682.3% | +254.0% | +428.3% | +342.3% |
| All | +2,625.3% | +166.5% | +2,458.8% | +1,471.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling