+43.0%
SN vs FND
-36.4%
+79.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -1.9% |
| 7D | -9.3% | -5.2% | -4.1% | -7.0% |
| 30D | -4.8% | -19.9% | +15.1% | +5.5% |
| 3M | +40.4% | +2.7% | +37.7% | +37.3% |
| 6M | +50.9% | -21.7% | +72.6% | +61.9% |
| YTD | +54.9% | -17.5% | +72.4% | +60.7% |
| 1Y | +43.0% | -39.3% | +82.3% | +57.0% |
| All | +43.0% | -36.4% | +79.4% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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