+439.5%
SN vs FFIV
+99.0%
+340.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +7.2% | -8.1% | +15.3% | +10.0% |
| 30D | +20.4% | -33.4% | +53.8% | +36.0% |
| 3M | +23.9% | -24.7% | +48.7% | +32.8% |
| 6M | +93.0% | -8.8% | +101.9% | +88.6% |
| YTD | +99.2% | +21.8% | +77.5% | +66.1% |
| 1Y | +142.6% | +25.3% | +117.3% | +98.9% |
| 3Y | +398.8% | +101.2% | +297.6% | +273.6% |
| All | +439.5% | +99.0% | +340.5% | +310.2% |
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