+178.2%
SAP vs FN
+900.0%
-721.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.3% |
| 7D | -2.9% | -1.7% | -1.2% | -2.7% |
| 30D | +9.0% | -22.0% | +31.0% | +12.2% |
| 3M | +14.9% | -43.0% | +57.9% | +23.0% |
| 6M | +11.9% | -27.7% | +39.6% | +12.4% |
| YTD | -9.9% | -10.5% | +0.6% | -14.2% |
| 1Y | -19.5% | +12.5% | -32.0% | -27.5% |
| 3Y | +61.8% | +153.8% | -92.0% | +13.7% |
| 5Y | +56.2% | +288.0% | -231.8% | -4.5% |
| All | +178.2% | +900.0% | -721.8% | +34.1% |
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