+160.3%
FN vs SPXU
-80.1%
+240.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.9% | +4.1% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -22.0% | +0.8% | -22.8% | -21.2% |
| 3M | -43.0% | -4.7% | -38.3% | -42.9% |
| 6M | -27.7% | -29.6% | +1.9% | -39.6% |
| YTD | -10.5% | -29.9% | +19.4% | -24.2% |
| 1Y | +12.5% | -39.1% | +51.6% | -10.4% |
| All | +160.3% | -80.1% | +240.4% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling