+109.1%
FN vs SITM
+342.8%
-233.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | +20.8% | +32.5% | -11.8% | +7.2% |
| 30D | -17.3% | -18.8% | +1.5% | -9.3% |
| 3M | -38.1% | -30.9% | -7.3% | -27.8% |
| 6M | -44.2% | -44.5% | +0.2% | -30.3% |
| YTD | -22.3% | +33.2% | -55.5% | -33.5% |
| 1Y | -20.9% | +53.8% | -74.8% | -35.9% |
| All | +109.1% | +342.8% | -233.7% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling