+3,689.8%
FN vs SAN
+227.3%
+3,462.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | -1.7% | +1.8% | -3.5% | -2.3% |
| 30D | -22.0% | +2.0% | -24.0% | -22.5% |
| 3M | -43.0% | +19.7% | -62.7% | -46.5% |
| 6M | -27.7% | +30.6% | -58.4% | -34.4% |
| YTD | -10.5% | +28.8% | -39.4% | -18.3% |
| 1Y | +12.5% | +57.8% | -45.3% | -4.2% |
| 3Y | +153.8% | +338.1% | -184.3% | +49.7% |
| 5Y | +288.0% | +384.2% | -96.2% | +113.2% |
| 10Y | +906.4% | +353.1% | +553.3% | +424.2% |
| All | +3,689.8% | +227.3% | +3,462.5% | +1,945.3% |
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