-79.9%
SMR vs FN
-25.5%
-54.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.3% | +4.0% | 0.0% |
| 7D | -8.3% | +0.3% | -8.5% | -8.5% |
| 30D | -20.1% | -16.5% | -3.5% | -14.3% |
| 3M | -52.7% | -42.1% | -10.6% | -41.6% |
| 6M | -61.0% | -52.9% | -8.2% | -48.4% |
| YTD | -67.1% | -28.0% | -39.2% | -67.5% |
| 1Y | -79.9% | -18.5% | -61.4% | -82.7% |
| All | -79.9% | -25.5% | -54.4% | -82.7% |
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