-62.4%
SMR vs FN
-52.0%
-10.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +11.7% | +4.6% | +10.6% |
| 7D | -9.6% | 0.0% | -9.6% | -9.6% |
| 30D | -33.8% | -34.3% | +0.5% | -20.4% |
| 3M | -46.4% | -39.9% | -6.5% | -34.0% |
| 6M | -62.4% | -51.8% | -10.6% | -48.8% |
| All | -62.4% | -52.0% | -10.5% | -48.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling