-45.9%
SMR vs FN
+266.6%
-312.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +11.9% | -4.8% | +1.5% |
| 7D | +1.7% | +16.3% | -14.6% | -5.4% |
| 30D | -24.4% | -24.7% | +0.3% | -14.4% |
| 3M | -44.6% | -34.9% | -9.7% | -34.5% |
| 6M | -56.7% | -41.1% | -15.6% | -47.0% |
| YTD | -61.6% | -19.6% | -42.0% | -61.5% |
| 1Y | -82.1% | -18.5% | -63.5% | -82.0% |
| 3Y | +161.5% | +119.1% | +42.4% | +81.1% |
| All | -45.9% | +266.6% | -312.6% | -66.5% |
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