+319.5%
SN vs FFIV
+150.0%
+169.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -9.3% | -1.0% | -8.4% | -8.9% |
| 30D | -4.8% | -5.1% | +0.3% | -2.9% |
| 3M | +40.4% | -4.5% | +44.9% | +42.3% |
| 6M | +50.9% | +36.5% | +14.5% | +28.9% |
| YTD | +54.9% | +53.0% | +2.0% | +23.3% |
| 1Y | +43.0% | +24.2% | +18.8% | +25.7% |
| 3Y | +391.8% | +137.2% | +254.6% | +223.6% |
| All | +319.5% | +150.0% | +169.5% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling