+186.2%
FN vs SN
+650.0%
-463.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -3.1% |
| 7D | +20.8% | +1.4% | +19.4% | +20.5% |
| 30D | -17.3% | +16.6% | -33.9% | -21.7% |
| 3M | -38.1% | +18.3% | -56.4% | -41.9% |
| 6M | -44.2% | +103.1% | -147.3% | -57.8% |
| YTD | -22.3% | +96.7% | -119.0% | -40.5% |
| 1Y | -20.9% | +134.3% | -155.3% | -43.1% |
| 3Y | +111.1% | +425.2% | -314.2% | +29.9% |
| All | +186.2% | +650.0% | -463.8% | +76.1% |
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