+111.4%
FN vs SUI
+16.0%
+95.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.2% | -11.1% | -5.0% |
| 7D | -7.0% | +10.0% | -17.0% | -5.3% |
| 30D | -24.7% | +8.4% | -33.1% | -23.6% |
| 3M | -35.7% | +0.7% | -36.3% | -35.0% |
| 6M | -52.4% | -0.9% | -51.5% | -51.8% |
| YTD | -25.0% | +0.6% | -25.6% | -24.2% |
| 1Y | -25.7% | +0.8% | -26.4% | -24.9% |
| All | +111.4% | +16.0% | +95.4% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling