+439.5%
SN vs FDS
-21.9%
+461.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.4% | +3.5% |
| 7D | +7.2% | -0.5% | +7.7% | +7.3% |
| 30D | +20.4% | +20.2% | +0.2% | +15.4% |
| 3M | +23.9% | +19.9% | +4.0% | +18.7% |
| 6M | +93.0% | +56.2% | +36.9% | +72.4% |
| YTD | +99.2% | +14.6% | +84.7% | +96.2% |
| 1Y | +142.6% | +31.6% | +111.0% | +124.2% |
| 3Y | +398.8% | -23.8% | +422.6% | +494.3% |
| All | +439.5% | -21.9% | +461.4% | +546.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling