+164.6%
FN vs SN
+659.6%
-495.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.7% | +9.0% | +10.8% |
| 7D | 0.0% | +7.2% | -7.2% | -2.4% |
| 30D | -34.3% | +20.4% | -54.7% | -38.6% |
| 3M | -39.9% | +23.9% | -63.8% | -44.5% |
| 6M | -51.8% | +93.0% | -144.9% | -62.8% |
| YTD | -28.1% | +99.2% | -127.4% | -45.3% |
| 1Y | -29.1% | +142.6% | -171.7% | -49.6% |
| 3Y | +102.4% | +398.8% | -296.4% | +24.6% |
| All | +164.6% | +659.6% | -495.0% | +61.9% |
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