-80.9%
SMR vs FN
-20.4%
-60.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +11.9% | -4.8% | +1.6% |
| 7D | +1.7% | +16.3% | -14.6% | -5.2% |
| 30D | -24.4% | -24.7% | +0.3% | -15.2% |
| 3M | -44.6% | -34.9% | -9.7% | -34.9% |
| 6M | -56.7% | -41.1% | -15.6% | -47.6% |
| YTD | -61.6% | -19.6% | -42.0% | -64.2% |
| All | -80.9% | -20.4% | -60.4% | -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