+137.0%
FN vs SN
+639.7%
-502.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.0% | -13.3% | -13.9% |
| 7D | -16.0% | +3.8% | -19.8% | -17.2% |
| 30D | -40.1% | +17.5% | -57.7% | -43.6% |
| 3M | -43.9% | +19.2% | -63.1% | -47.6% |
| 6M | -55.6% | +84.9% | -140.6% | -65.3% |
| YTD | -35.7% | +94.0% | -129.7% | -50.6% |
| 1Y | -39.8% | +151.3% | -191.2% | -57.9% |
| 3Y | +80.3% | +387.1% | -306.8% | +11.8% |
| All | +137.0% | +639.7% | -502.8% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling