+743.6%
FN vs SFM
+138.2%
+605.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.8% | +16.5% | +12.2% |
| 7D | 0.0% | -1.2% | +1.2% | -0.2% |
| 30D | -34.3% | -24.8% | -9.5% | -32.4% |
| 3M | -39.9% | -43.7% | +3.8% | -35.7% |
| 6M | -51.8% | -37.3% | -14.6% | -49.6% |
| YTD | -28.1% | -38.4% | +10.2% | -25.2% |
| 1Y | -29.1% | -36.9% | +7.8% | -26.5% |
| 3Y | +102.4% | +20.7% | +81.8% | +86.5% |
| 5Y | +171.7% | +103.5% | +68.2% | +125.2% |
| All | +743.6% | +138.2% | +605.3% | +558.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling