+3,078.0%
FN vs SUI
+779.0%
+2,299.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.2% | -11.1% | -7.8% |
| 7D | -7.0% | +10.0% | -17.0% | -10.5% |
| 30D | -24.7% | +8.4% | -33.1% | -27.6% |
| 3M | -35.7% | +0.7% | -36.3% | -36.5% |
| 6M | -52.4% | -0.9% | -51.5% | -53.2% |
| YTD | -25.0% | +0.6% | -25.6% | -27.0% |
| 1Y | -25.7% | +0.8% | -26.4% | -27.8% |
| 3Y | +110.2% | +15.5% | +94.7% | +85.7% |
| 5Y | +192.3% | -25.9% | +218.2% | +210.2% |
| 10Y | +812.3% | +119.5% | +692.7% | +416.2% |
| All | +3,078.0% | +779.0% | +2,299.0% | +745.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling