-17.9%
FN vs SPXU
-28.1%
+10.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.9% | +9.8% | +1.7% |
| 7D | +8.0% | +1.5% | +6.5% | +12.9% |
| 30D | -19.1% | +6.4% | -25.5% | -10.0% |
| 3M | -29.8% | +4.2% | -34.1% | -22.5% |
| 6M | -43.2% | -7.8% | -35.4% | -41.9% |
| YTD | -18.9% | -27.5% | +8.6% | -31.0% |
| 1Y | -17.9% | -27.1% | +9.3% | -27.3% |
| All | -17.9% | -28.1% | +10.2% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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