-22.6%
FPS vs SU
+40.5%
-63.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.5% | -12.8% | -17.2% |
| 7D | -23.3% | -7.1% | -16.2% | -23.3% |
| 30D | -42.4% | +4.8% | -47.2% | -41.5% |
| 3M | -43.0% | +12.5% | -55.5% | -41.7% |
| 6M | -44.5% | +6.5% | -50.9% | -41.3% |
| All | -22.6% | +40.5% | -63.1% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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