+451.3%
SN vs FDS
-22.8%
+474.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.4% |
| 7D | +3.5% | -2.1% | +5.6% | +3.9% |
| 30D | +19.4% | +16.0% | +3.4% | +15.6% |
| 3M | +20.9% | +18.8% | +2.1% | +16.2% |
| 6M | +111.1% | +54.1% | +57.0% | +90.7% |
| YTD | +102.8% | +17.0% | +85.8% | +99.3% |
| 1Y | +146.2% | +25.5% | +120.7% | +134.4% |
| All | +451.3% | -22.8% | +474.1% | +581.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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