+12.5%
FN vs SM
+36.8%
-24.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +2.8% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -22.0% | +25.6% | -47.6% | -19.7% |
| 3M | -43.0% | +8.0% | -51.0% | -41.8% |
| 6M | -27.7% | +50.8% | -78.5% | -25.0% |
| YTD | -10.5% | +97.9% | -108.4% | -7.1% |
| 1Y | +12.5% | +33.8% | -21.3% | +15.0% |
| All | +12.5% | +36.8% | -24.3% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling