+175.6%
FN vs SITM
+73.6%
+102.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.5% | -1.8% | -5.3% |
| 7D | +0.3% | +6.6% | -6.4% | -1.7% |
| 30D | -16.5% | -15.3% | -1.2% | -10.9% |
| 3M | -42.1% | -35.4% | -6.7% | -32.4% |
| 6M | -52.9% | -46.8% | -6.1% | -42.1% |
| YTD | -28.0% | +25.9% | -53.8% | -34.4% |
| 1Y | -18.5% | +54.0% | -72.5% | -30.2% |
| 3Y | +93.9% | +315.6% | -221.7% | +16.8% |
| All | +175.6% | +73.6% | +102.0% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling