-25.9%
FPS vs SN
+96.5%
-122.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.3% | -3.6% | -4.4% |
| 7D | -20.9% | +7.6% | -28.4% | -23.1% |
| 30D | -46.3% | +22.4% | -68.8% | -51.1% |
| 3M | -42.9% | +21.7% | -64.5% | -47.8% |
| 6M | -46.8% | +102.8% | -149.6% | -67.2% |
| All | -25.9% | +96.5% | -122.4% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling