+2,628.7%
FN vs SFM
+132.6%
+2,496.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.3% | +2.7% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -22.0% | -4.4% | -17.6% | -21.5% |
| 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% | +20.2% |
| 3Y | +153.8% | +106.8% | +47.0% | +119.8% |
| 5Y | +288.0% | +231.6% | +56.4% | +205.4% |
| 10Y | +906.4% | +258.4% | +648.0% | +647.9% |
| All | +2,628.7% | +132.6% | +2,496.2% | +2,115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling