+319.5%
SN vs FDS
-28.1%
+347.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.3% |
| 7D | -9.3% | -1.9% | -7.4% | -8.9% |
| 30D | -4.8% | +9.0% | -13.8% | -6.6% |
| 3M | +40.4% | +18.9% | +21.6% | +34.9% |
| 6M | +50.9% | +35.1% | +15.8% | +39.5% |
| YTD | +54.9% | +5.5% | +49.4% | +55.9% |
| 1Y | +43.0% | -16.8% | +59.8% | +61.4% |
| 3Y | +391.8% | -28.1% | +419.9% | +503.7% |
| All | +319.5% | -28.1% | +347.6% | +413.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling