+102.4%
FN vs SPXU
-79.5%
+181.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.7% | +12.4% | +11.1% |
| 7D | 0.0% | +7.6% | -7.6% | +7.4% |
| 30D | -34.3% | +17.5% | -51.8% | -23.7% |
| 3M | -39.9% | +14.7% | -54.5% | -30.7% |
| 6M | -51.8% | -0.1% | -51.8% | -47.9% |
| YTD | -28.1% | -19.8% | -8.3% | -30.6% |
| 1Y | -29.1% | -23.7% | -5.3% | -32.5% |
| 3Y | +102.4% | -79.5% | +181.9% | +12.0% |
| All | +102.4% | -79.5% | +181.9% | +12.0% |
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