+906.2%
FN vs SUI
+110.1%
+796.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.5% | +3.2% |
| 7D | -1.7% | -2.8% | +1.2% | -0.9% |
| 30D | -22.0% | -1.2% | -20.8% | -21.7% |
| 3M | -43.0% | -1.7% | -41.3% | -43.1% |
| 6M | -27.7% | -10.5% | -17.3% | -25.9% |
| YTD | -10.5% | -1.8% | -8.7% | -11.0% |
| 1Y | +12.5% | -4.1% | +16.6% | +12.4% |
| 3Y | +153.8% | +11.3% | +142.5% | +134.3% |
| 5Y | +288.0% | -32.1% | +320.1% | +321.1% |
| All | +906.2% | +110.1% | +796.1% | +663.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling