-21.7%
FN vs SPXU
-27.0%
+5.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -7.0% | +18.9% | +4.5% |
| 7D | +16.3% | -1.5% | +17.8% | +17.4% |
| 30D | -24.7% | +9.7% | -34.4% | -13.7% |
| 3M | -34.9% | +8.4% | -43.4% | -25.3% |
| 6M | -41.1% | -5.7% | -35.4% | -38.5% |
| YTD | -19.6% | -25.4% | +5.8% | -29.7% |
| All | -21.7% | -27.0% | +5.3% | -29.5% |
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