+3,689.8%
FN vs SM
-3.8%
+3,693.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.4% |
| 3M | -43.0% | +8.7% | -51.7% | -43.9% |
| 6M | -27.7% | +51.7% | -79.4% | -32.6% |
| YTD | -10.5% | +99.0% | -109.6% | -19.6% |
| 1Y | +12.5% | +34.6% | -22.1% | +5.8% |
| 3Y | +153.8% | -7.8% | +161.6% | +146.6% |
| 5Y | +288.0% | +104.8% | +183.2% | +230.0% |
| 10Y | +906.4% | +7.2% | +899.2% | +626.2% |
| All | +3,689.8% | -3.8% | +3,693.5% | +2,414.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling