+2,625.3%
FN vs SM
-21.8%
+2,647.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.6% | -9.6% | -13.7% |
| 7D | -16.0% | -25.1% | +9.2% | -13.0% |
| 30D | -40.1% | -15.6% | -24.5% | -39.0% |
| 3M | -43.9% | +2.7% | -46.6% | -44.5% |
| 6M | -55.6% | -3.8% | -51.8% | -56.0% |
| YTD | -35.7% | +61.8% | -97.5% | -40.9% |
| 1Y | -39.8% | +71.4% | -111.2% | -45.3% |
| 3Y | +80.3% | -20.7% | +101.0% | +78.1% |
| 5Y | +143.3% | -11.5% | +154.8% | +129.1% |
| 10Y | +682.3% | +10.2% | +672.1% | +457.5% |
| All | +2,625.3% | -21.8% | +2,647.1% | +1,747.3% |
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 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