+143.3%
FN vs SM
-8.9%
+152.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.6% | -9.6% | -13.6% |
| 7D | -16.0% | -25.1% | +9.2% | -12.7% |
| 30D | -40.1% | -15.6% | -24.5% | -38.9% |
| 3M | -43.9% | +2.7% | -46.6% | -44.7% |
| 6M | -55.6% | -3.8% | -51.8% | -56.2% |
| YTD | -35.7% | +61.8% | -97.5% | -43.0% |
| 1Y | -39.8% | +71.4% | -111.2% | -47.5% |
| 3Y | +80.3% | -20.7% | +101.0% | +74.8% |
| 5Y | +143.3% | -11.5% | +154.8% | +127.3% |
| All | +143.3% | -8.9% | +152.1% | +127.3% |
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