-27.7%
FN vs SITM
+49.4%
-77.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.5% | -3.4% | +0.1% |
| 7D | -1.7% | +9.7% | -11.4% | -5.9% |
| 30D | -22.0% | +12.7% | -34.7% | -25.8% |
| 3M | -43.0% | -13.4% | -29.6% | -39.4% |
| 6M | -27.7% | +59.6% | -87.4% | -52.1% |
| All | -27.7% | +49.4% | -77.1% | -52.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling