+143.3%
FN vs SFM
+118.6%
+24.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.1% | -9.1% | -13.7% |
| 7D | -16.0% | +7.5% | -23.5% | -16.8% |
| 30D | -40.1% | -20.8% | -19.3% | -38.9% |
| 3M | -43.9% | -39.4% | -4.5% | -41.0% |
| 6M | -55.6% | -34.5% | -21.2% | -54.1% |
| YTD | -35.7% | -35.2% | -0.4% | -33.8% |
| 1Y | -39.8% | -35.3% | -4.5% | -38.2% |
| 3Y | +80.3% | +23.9% | +56.3% | +66.1% |
| 5Y | +143.3% | +113.8% | +29.4% | +105.5% |
| All | +143.3% | +118.6% | +24.7% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling