+440.4%
SN vs FFIV
+102.8%
+337.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +7.6% | -4.2% | +11.7% | +9.0% |
| 30D | +22.4% | -33.9% | +56.3% | +39.5% |
| 3M | +21.7% | -22.6% | +44.3% | +29.4% |
| 6M | +102.8% | -10.4% | +113.2% | +100.0% |
| YTD | +102.4% | +24.3% | +78.1% | +66.0% |
| 1Y | +139.0% | +31.8% | +107.2% | +89.3% |
| 3Y | +440.4% | +99.5% | +340.9% | +273.5% |
| All | +440.4% | +102.8% | +337.5% | +273.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling