+455.3%
SN vs FFIV
+103.4%
+351.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.2% |
| 7D | +7.6% | -2.1% | +9.7% | +8.3% |
| 30D | +24.1% | -33.8% | +57.9% | +40.8% |
| 3M | +23.7% | -20.6% | +44.3% | +30.0% |
| 6M | +105.5% | -10.2% | +115.8% | +102.9% |
| YTD | +105.1% | +24.5% | +80.6% | +69.8% |
| 1Y | +148.3% | +29.3% | +119.0% | +101.1% |
| 3Y | +438.7% | +103.8% | +334.9% | +300.7% |
| All | +455.3% | +103.4% | +351.9% | +319.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling