+804.7%
FN vs SFM
+140.8%
+663.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.5% | +2.4% | +5.5% |
| 7D | +8.0% | -7.1% | +15.1% | +9.0% |
| 30D | -19.1% | -21.4% | +2.3% | -17.2% |
| 3M | -29.8% | -40.1% | +10.3% | -25.5% |
| 6M | -43.2% | -38.0% | -5.2% | -40.4% |
| YTD | -18.9% | -36.5% | +17.6% | -15.9% |
| 1Y | -17.9% | -35.2% | +17.3% | -15.2% |
| 3Y | +120.1% | +23.5% | +96.7% | +102.3% |
| 5Y | +206.7% | +109.7% | +97.0% | +153.3% |
| 10Y | +804.7% | +132.6% | +672.1% | +604.3% |
| All | +804.7% | +140.8% | +663.9% | +604.3% |
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