-17.9%
FN vs SM
+72.9%
-90.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.6% | +0.3% | +6.3% |
| 7D | +8.0% | +0.3% | +7.7% | +8.0% |
| 30D | -19.1% | -17.3% | -1.8% | -20.7% |
| 3M | -29.8% | -3.6% | -26.2% | -29.8% |
| 6M | -43.2% | +2.9% | -46.1% | -41.9% |
| YTD | -18.9% | +70.2% | -89.2% | -21.3% |
| 1Y | -17.9% | +66.5% | -84.4% | -19.2% |
| All | -17.9% | +72.9% | -90.8% | -19.2% |
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