+804.7%
FN vs SM
+10.6%
+794.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.6% | +0.3% | +5.3% |
| 7D | +8.0% | +0.3% | +7.7% | +8.0% |
| 30D | -19.1% | -17.3% | -1.8% | -17.6% |
| 3M | -29.8% | -3.6% | -26.2% | -29.9% |
| 6M | -43.2% | +2.9% | -46.1% | -44.0% |
| YTD | -18.9% | +70.2% | -89.2% | -25.4% |
| 1Y | -17.9% | +66.5% | -84.4% | -24.3% |
| 3Y | +120.1% | -8.2% | +128.3% | +114.2% |
| 5Y | +206.7% | -1.5% | +208.2% | +188.0% |
| 10Y | +804.7% | +11.9% | +792.8% | +553.0% |
| All | +804.7% | +10.6% | +794.1% | +553.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling