+173.5%
FN vs SPXU
-81.8%
+255.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.7% | +12.4% | +11.2% |
| 7D | 0.0% | +7.6% | -7.6% | +5.5% |
| 30D | -34.3% | +17.5% | -51.8% | -26.6% |
| 3M | -39.9% | +14.7% | -54.5% | -33.2% |
| 6M | -51.8% | -0.1% | -51.8% | -48.8% |
| YTD | -28.1% | -19.8% | -8.3% | -29.5% |
| 1Y | -29.1% | -23.7% | -5.3% | -31.0% |
| 3Y | +102.4% | -79.5% | +181.9% | +35.8% |
| All | +173.5% | -81.8% | +255.3% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling