-25.7%
FN vs SN
+156.5%
-182.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.1% | -10.1% | -7.1% |
| 7D | -7.0% | +10.6% | -17.6% | -10.0% |
| 30D | -24.7% | +20.0% | -44.7% | -29.2% |
| 3M | -35.7% | +30.4% | -66.0% | -41.5% |
| 6M | -52.4% | +91.0% | -143.4% | -64.1% |
| YTD | -25.0% | +95.9% | -120.9% | -45.8% |
| 1Y | -25.7% | +158.9% | -184.6% | -52.1% |
| All | -25.7% | +156.5% | -182.1% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling