+160.3%
FN vs SM
-7.7%
+168.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.7% | +3.5% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -22.0% | +26.3% | -48.3% | -25.0% |
| 3M | -43.0% | +8.7% | -51.7% | -43.9% |
| 6M | -27.7% | +51.7% | -79.4% | -35.3% |
| YTD | -10.5% | +99.0% | -109.6% | -25.7% |
| 1Y | +12.5% | +34.6% | -22.1% | +3.5% |
| All | +160.3% | -7.7% | +168.1% | +138.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling