+206.9%
FN vs SM
-13.5%
+220.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.7% | +14.6% | +12.2% |
| 7D | +16.3% | -22.3% | +38.6% | +20.2% |
| 30D | -24.7% | -21.4% | -3.4% | -22.5% |
| 3M | -34.9% | +1.4% | -36.3% | -35.7% |
| 6M | -41.1% | +0.1% | -41.2% | -42.2% |
| YTD | -19.6% | +59.0% | -78.6% | -28.7% |
| 1Y | -18.5% | +64.3% | -82.9% | -28.4% |
| 3Y | +119.1% | -13.1% | +132.3% | +110.3% |
| 5Y | +206.9% | -13.9% | +220.8% | +188.8% |
| All | +206.9% | -13.5% | +220.4% | +188.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling