+158.9%
SN vs FND
-10.3%
+169.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.9% | -6.8% | -0.9% |
| 7D | +10.6% | +12.3% | -1.7% | +4.6% |
| 30D | +20.0% | +14.7% | +5.3% | +12.1% |
| 3M | +30.4% | -12.0% | +42.4% | +37.7% |
| 6M | +91.0% | +10.8% | +80.2% | +78.4% |
| YTD | +95.9% | -12.3% | +108.2% | +95.6% |
| 1Y | +158.9% | -13.4% | +172.3% | +159.4% |
| All | +158.9% | -10.3% | +169.1% | +159.4% |
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