+176.3%
FN vs SN
+647.0%
-470.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.1% | -10.1% | -7.3% |
| 7D | -7.0% | +10.6% | -17.6% | -10.4% |
| 30D | -24.7% | +20.0% | -44.7% | -29.6% |
| 3M | -35.7% | +30.4% | -66.0% | -42.0% |
| 6M | -52.4% | +91.0% | -143.4% | -63.2% |
| YTD | -25.0% | +95.9% | -120.9% | -42.6% |
| 1Y | -25.7% | +158.9% | -184.6% | -48.5% |
| 3Y | +110.2% | +391.8% | -281.6% | +29.9% |
| All | +176.3% | +647.0% | -470.6% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling