-21.7%
FN vs SN
+143.5%
-165.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.9% | +8.9% | +10.9% |
| 7D | +16.3% | +7.6% | +8.6% | +13.7% |
| 30D | -24.7% | +24.1% | -48.8% | -30.0% |
| 3M | -34.9% | +23.7% | -58.6% | -39.5% |
| 6M | -41.1% | +105.5% | -146.6% | -57.7% |
| YTD | -19.6% | +105.1% | -124.7% | -44.3% |
| All | -21.7% | +143.5% | -165.2% | -50.2% |
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