+56.5%
SMR vs FN
+158.4%
-101.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -2.3% |
| 7D | +4.4% | -1.7% | +6.1% | +5.3% |
| 30D | +3.4% | -22.0% | +25.4% | +16.3% |
| 3M | -19.2% | -43.0% | +23.8% | +8.3% |
| 6M | -22.6% | -27.7% | +5.1% | -13.9% |
| YTD | -31.5% | -10.5% | -21.0% | -36.7% |
| 1Y | -73.1% | +12.5% | -85.6% | -78.4% |
| All | +56.5% | +158.4% | -101.9% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling