+70.8%
SAP vs FN
+170.4%
-99.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +11.7% | -15.8% | -5.0% |
| 7D | -0.7% | 0.0% | -0.6% | -1.0% |
| 30D | +11.1% | -34.3% | +45.4% | +14.6% |
| 3M | +17.0% | -39.9% | +56.9% | +21.1% |
| 6M | +34.8% | -51.8% | +86.7% | +41.4% |
| YTD | -2.2% | -28.1% | +25.9% | -5.6% |
| 1Y | -6.4% | -29.1% | +22.6% | -9.9% |
| 3Y | +75.1% | +102.4% | -27.3% | +27.8% |
| All | +70.8% | +170.4% | -99.6% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling