+102.4%
FN vs SITM
+269.8%
-167.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +17.4% | -5.8% | +4.2% |
| 7D | 0.0% | -6.7% | +6.7% | +3.3% |
| 30D | -34.3% | -37.3% | +3.0% | -20.1% |
| 3M | -39.9% | -39.4% | -0.5% | -25.9% |
| 6M | -51.8% | -33.1% | -18.7% | -45.2% |
| YTD | -28.1% | +18.0% | -46.2% | -35.4% |
| 1Y | -29.1% | +22.7% | -51.8% | -37.2% |
| 3Y | +102.4% | +283.8% | -181.3% | +9.3% |
| All | +102.4% | +269.8% | -167.4% | +9.3% |
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