-18.5%
FN vs SM
+84.2%
-102.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.3% |
| 7D | +0.3% | +9.4% | -9.1% | +1.1% |
| 30D | -16.5% | -14.4% | -2.2% | -17.9% |
| 3M | -42.1% | +1.6% | -43.7% | -41.8% |
| 6M | -52.9% | +6.3% | -59.2% | -51.6% |
| YTD | -28.0% | +78.8% | -106.7% | -29.8% |
| 1Y | -18.5% | +83.1% | -101.6% | -20.8% |
| All | -18.5% | +84.2% | -102.7% | -20.8% |
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