-56.6%
FPS vs SN
+85.6%
-142.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -1.0% | -17.9% | -18.8% |
| 7D | -35.8% | +3.8% | -39.6% | -35.9% |
| 30D | -56.0% | +17.5% | -73.5% | -56.8% |
| 3M | -52.7% | +19.2% | -71.9% | -53.2% |
| 6M | -56.6% | +84.9% | -141.5% | -64.3% |
| All | -56.6% | +85.6% | -142.2% | -64.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling