-73.1%
SMR vs FN
+17.1%
-90.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -2.0% |
| 7D | +4.4% | -1.7% | +6.1% | +5.2% |
| 30D | +3.4% | -22.0% | +25.4% | +14.3% |
| 3M | -19.2% | -43.0% | +23.8% | +3.8% |
| 6M | -22.6% | -27.7% | +5.1% | -14.8% |
| YTD | -31.5% | -10.5% | -21.0% | -39.9% |
| 1Y | -73.1% | +12.5% | -85.6% | -81.7% |
| All | -73.1% | +17.1% | -90.2% | -81.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling