+8.1%
FPS vs SU
+30.5%
-22.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.3% |
| 7D | +3.1% | +2.9% | +0.2% | +3.4% |
| 30D | -18.6% | +7.2% | -25.7% | -17.8% |
| 3M | -51.5% | +2.8% | -54.3% | -49.5% |
| 6M | -8.5% | +18.2% | -26.7% | -25.4% |
| All | +8.1% | +30.5% | -22.4% | -25.9% |
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