+228.4%
SAP vs FN
+663.9%
-435.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -14.2% | +15.7% | +3.3% |
| 7D | +4.0% | -16.0% | +20.0% | +6.0% |
| 30D | +15.7% | -40.1% | +55.8% | +23.1% |
| 3M | +23.4% | -43.9% | +67.3% | +31.3% |
| 6M | +41.3% | -55.6% | +96.9% | +52.8% |
| YTD | +2.0% | -35.7% | +37.6% | +0.4% |
| 1Y | -5.1% | -39.8% | +34.7% | -5.9% |
| 3Y | +82.1% | +80.3% | +1.9% | +32.8% |
| 5Y | +77.2% | +143.3% | -66.1% | +15.7% |
| All | +228.4% | +663.9% | -435.5% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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