+289.3%
FN vs SFM
+230.0%
+59.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.3% | +2.8% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -22.0% | -4.4% | -17.6% | -21.6% |
| 3M | -43.0% | +1.5% | -44.5% | -43.4% |
| 6M | -27.7% | +6.5% | -34.2% | -29.3% |
| YTD | -10.5% | +2.2% | -12.7% | -12.0% |
| 1Y | +12.5% | -41.9% | +54.4% | +21.2% |
| 3Y | +153.8% | +106.8% | +47.0% | +121.8% |
| All | +289.3% | +230.0% | +59.3% | +207.6% |
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