+9.7%
FPS vs SU
+34.2%
-24.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.1% | +9.0% |
| 7D | +1.5% | +2.2% | -0.7% | +1.8% |
| 30D | -16.9% | +8.4% | -25.3% | -16.1% |
| 3M | -45.3% | +12.1% | -57.4% | -43.8% |
| 6M | -10.3% | +19.7% | -30.0% | -24.2% |
| All | +9.7% | +34.2% | -24.5% | -24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling