+447.8%
SN vs FND
-58.2%
+506.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.1% | +3.9% |
| 7D | +1.5% | -6.8% | +8.4% | +4.9% |
| 30D | +21.5% | +8.0% | +13.5% | +16.6% |
| 3M | +20.0% | -18.9% | +39.0% | +31.2% |
| 6M | +119.9% | +4.7% | +115.2% | +111.5% |
| YTD | +102.3% | -21.6% | +123.9% | +118.6% |
| 1Y | +148.0% | -22.0% | +170.0% | +168.6% |
| 3Y | +450.0% | -40.4% | +490.4% | +525.7% |
| All | +447.8% | -58.2% | +506.0% | +647.0% |
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 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