+506.8%
FN vs SITM
+3,535.1%
-3,028.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.3% | -0.4% | +4.1% |
| 7D | +8.0% | +17.2% | -9.2% | +3.7% |
| 30D | -19.1% | -17.1% | -2.0% | -14.3% |
| 3M | -29.8% | -29.2% | -0.7% | -22.3% |
| 6M | -43.2% | -47.6% | +4.4% | -32.6% |
| YTD | -18.9% | +33.8% | -52.7% | -25.6% |
| 1Y | -17.9% | +54.1% | -72.0% | -27.1% |
| 3Y | +120.1% | +337.6% | -217.4% | +46.8% |
| 5Y | +206.7% | +89.7% | +117.0% | +116.6% |
| All | +506.8% | +3,535.1% | -3,028.3% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling