+8.1%
FPS vs SU
+31.3%
-23.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.4% |
| 7D | +3.1% | +3.6% | -0.4% | +3.5% |
| 30D | -18.6% | +7.9% | -26.4% | -17.7% |
| 3M | -51.5% | +3.5% | -55.0% | -49.4% |
| 6M | -8.5% | +19.0% | -27.5% | -25.3% |
| All | +8.1% | +31.3% | -23.2% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling