+143.3%
FN vs SUI
-25.7%
+169.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.7% | -14.9% | -14.3% |
| 7D | -16.0% | +8.8% | -24.7% | -17.2% |
| 30D | -40.1% | +8.9% | -49.0% | -41.2% |
| 3M | -43.9% | +2.0% | -45.9% | -44.2% |
| 6M | -55.6% | -0.6% | -55.0% | -55.8% |
| YTD | -35.7% | +1.3% | -37.0% | -36.5% |
| 1Y | -39.8% | +1.3% | -41.1% | -40.7% |
| 3Y | +80.3% | +16.3% | +64.0% | +62.3% |
| 5Y | +143.3% | -25.1% | +168.3% | +168.2% |
| All | +143.3% | -25.7% | +169.0% | +168.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling