+102.4%
FN vs SM
-20.0%
+122.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.0% | +10.7% | +11.5% |
| 7D | 0.0% | -25.9% | +25.9% | +4.3% |
| 30D | -34.3% | -15.1% | -19.2% | -32.9% |
| 3M | -39.9% | +4.9% | -44.7% | -41.1% |
| 6M | -51.8% | +6.1% | -58.0% | -53.5% |
| YTD | -28.1% | +63.4% | -91.6% | -39.8% |
| 1Y | -29.1% | +72.5% | -101.5% | -41.8% |
| 3Y | +102.4% | -16.9% | +119.3% | +84.8% |
| All | +102.4% | -20.0% | +122.5% | +84.8% |
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 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