+12.5%
FN vs SITM
+174.8%
-162.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.5% | -3.4% | +0.4% |
| 7D | -1.7% | +9.7% | -11.4% | -5.5% |
| 30D | -22.0% | +12.7% | -34.7% | -25.6% |
| 3M | -43.0% | -13.4% | -29.6% | -39.9% |
| 6M | -27.7% | +59.6% | -87.4% | -42.9% |
| YTD | -10.5% | +73.3% | -83.8% | -30.9% |
| 1Y | +12.5% | +165.5% | -153.1% | -17.6% |
| All | +12.5% | +174.8% | -162.3% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling