+365.1%
SE vs FN
+690.5%
-325.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -14.2% | +8.6% | -1.9% |
| 7D | -1.2% | -16.0% | +14.8% | +2.8% |
| 30D | -21.7% | -40.1% | +18.5% | -11.3% |
| 3M | -34.2% | -43.9% | +9.7% | -25.4% |
| 6M | -10.5% | -55.6% | +45.2% | +4.9% |
| YTD | -40.7% | -35.7% | -5.1% | -40.6% |
| 1Y | -52.1% | -39.8% | -12.2% | -51.2% |
| 3Y | +68.9% | +80.3% | -11.4% | +3.9% |
| 5Y | -78.9% | +143.3% | -222.2% | -89.3% |
| All | +365.1% | +690.5% | -325.4% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling