+438.0%
FN vs SITM
+3,107.0%
-2,669.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +17.4% | -5.8% | +6.7% |
| 7D | 0.0% | -6.7% | +6.7% | +2.3% |
| 30D | -34.3% | -37.3% | +3.0% | -24.9% |
| 3M | -39.9% | -39.4% | -0.5% | -30.6% |
| 6M | -51.8% | -33.1% | -18.7% | -47.0% |
| YTD | -28.1% | +18.0% | -46.2% | -31.7% |
| 1Y | -29.1% | +22.7% | -51.8% | -33.2% |
| 3Y | +102.4% | +283.8% | -181.3% | +39.8% |
| 5Y | +171.7% | +45.0% | +126.6% | +102.2% |
| All | +438.0% | +3,107.0% | -2,669.1% | +155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling