+449.1%
SN vs FFIV
+104.9%
+344.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +3.5% | -2.9% | +6.4% | +4.5% |
| 30D | +19.4% | -32.4% | +51.9% | +34.5% |
| 3M | +20.9% | -22.7% | +43.6% | +28.6% |
| 6M | +111.1% | -10.7% | +121.8% | +109.1% |
| YTD | +102.8% | +25.4% | +77.4% | +67.5% |
| 1Y | +146.2% | +34.2% | +112.0% | +95.7% |
| 3Y | +441.4% | +101.2% | +340.2% | +301.9% |
| All | +449.1% | +104.9% | +344.2% | +313.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling