-25.7%
FN vs SM
+70.4%
-96.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -15.3% | +9.3% | -7.8% |
| 7D | -7.0% | -21.5% | +14.5% | -9.8% |
| 30D | -24.7% | -11.4% | -13.3% | -25.5% |
| 3M | -35.7% | +0.6% | -36.3% | -35.0% |
| 6M | -52.4% | +0.2% | -52.7% | -51.3% |
| YTD | -25.0% | +69.7% | -94.6% | -23.3% |
| 1Y | -25.7% | +71.6% | -97.2% | -23.1% |
| All | -25.7% | +70.4% | -96.0% | -23.1% |
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