+743.6%
FN vs SM
+8.2%
+735.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.0% | +10.7% | +11.6% |
| 7D | 0.0% | -25.9% | +25.9% | +3.2% |
| 30D | -34.3% | -15.1% | -19.2% | -33.2% |
| 3M | -39.9% | +4.9% | -44.7% | -40.5% |
| 6M | -51.8% | +6.1% | -58.0% | -52.7% |
| YTD | -28.1% | +63.4% | -91.6% | -33.5% |
| 1Y | -29.1% | +72.5% | -101.5% | -34.9% |
| 3Y | +102.4% | -16.9% | +119.3% | +99.1% |
| 5Y | +171.7% | -10.6% | +182.3% | +157.8% |
| All | +743.6% | +8.2% | +735.4% | +512.3% |
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