-26.7%
FN vs SKUU
-53.2%
+26.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SKUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.4% | +2.3% | -2.0% |
| 7D | +20.8% | +22.4% | -1.7% | +13.0% |
| 30D | -17.3% | -30.4% | +13.1% | -9.9% |
| 3M | -38.1% | -33.8% | -4.3% | -32.9% |
| All | -26.7% | -53.2% | +26.5% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SKUU.
Daily Out/Under-Performance
Portfolio return minus SKUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKUU 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 SKUU 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 · Available span rolling