-48.0%
SMR vs FN
+269.7%
-317.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.7% | -2.6% |
| 7D | +1.9% | +8.0% | -6.1% | -1.3% |
| 30D | -21.9% | -19.1% | -2.8% | -14.6% |
| 3M | -47.1% | -29.8% | -17.3% | -39.8% |
| 6M | -60.6% | -43.2% | -17.5% | -51.2% |
| YTD | -63.1% | -18.9% | -44.1% | -63.2% |
| 1Y | -80.4% | -17.9% | -62.6% | -80.5% |
| 3Y | +150.2% | +120.1% | +30.1% | +72.5% |
| All | -48.0% | +269.7% | -317.7% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling