-27.7%
FN vs SUNB
-4.7%
-23.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | +0.3% |
| 7D | -1.7% | -6.3% | +4.6% | +2.8% |
| 30D | -22.0% | -14.2% | -7.8% | -12.5% |
| 3M | -43.0% | -14.7% | -28.3% | -36.4% |
| 6M | -27.7% | -7.9% | -19.8% | -23.5% |
| All | -27.7% | -4.7% | -23.0% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 6mo: compounded portfolio wealth divided by compounded SUNB 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…
6mo analysis · Full analysis span regression · 6 months rolling