+148.0%
SN vs FFIV
+28.7%
+119.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +3.0% |
| 7D | +1.5% | -0.5% | +2.1% | +1.6% |
| 30D | +21.5% | -32.4% | +53.9% | +24.9% |
| 3M | +20.0% | -25.7% | +45.7% | +21.9% |
| 6M | +119.9% | -13.5% | +133.4% | +119.0% |
| YTD | +102.3% | +21.1% | +81.2% | +89.3% |
| 1Y | +148.0% | +29.4% | +118.6% | +123.1% |
| All | +148.0% | +28.7% | +119.3% | +123.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling