+198.5%
FN vs SN
+673.1%
-474.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +8.0% | +3.5% | +4.5% | +7.0% |
| 30D | -19.1% | +19.4% | -38.6% | -24.1% |
| 3M | -29.8% | +20.9% | -50.7% | -34.6% |
| 6M | -43.2% | +111.1% | -154.3% | -57.6% |
| YTD | -18.9% | +102.8% | -121.7% | -38.6% |
| 1Y | -17.9% | +146.2% | -164.0% | -41.9% |
| 3Y | +120.1% | +441.4% | -321.3% | +34.1% |
| All | +198.5% | +673.1% | -474.7% | +81.7% |
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