+229.5%
FN vs SN
+490.7%
-261.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.2% | +3.5% |
| 7D | -1.7% | -9.3% | +7.7% | +1.6% |
| 30D | -22.0% | -4.8% | -17.2% | -20.8% |
| 3M | -43.0% | +40.4% | -83.4% | -50.3% |
| 6M | -27.7% | +50.9% | -78.7% | -39.0% |
| YTD | -10.5% | +54.9% | -65.5% | -25.3% |
| 1Y | +12.5% | +43.0% | -30.5% | -3.9% |
| 3Y | +153.8% | +391.8% | -238.0% | +68.7% |
| All | +229.5% | +490.7% | -261.2% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling