+309.7%
SN vs FND
-58.3%
+368.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | -9.1% | -19.6% | +10.5% | +0.6% |
| 3M | +31.8% | -4.3% | +36.1% | +33.4% |
| 6M | +52.0% | -20.4% | +72.5% | +66.6% |
| YTD | +51.3% | -21.9% | +73.2% | +65.2% |
| 1Y | +46.9% | -45.2% | +92.1% | +88.1% |
| 3Y | +394.9% | -49.2% | +444.2% | +513.7% |
| All | +309.7% | -58.3% | +368.0% | +464.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling