+448.1%
SN vs FND
-55.0%
+503.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | +0.3% |
| 7D | +7.6% | +6.8% | +0.7% | +4.0% |
| 30D | +22.4% | +13.1% | +9.4% | +15.1% |
| 3M | +21.7% | -13.1% | +34.7% | +28.8% |
| 6M | +102.8% | -0.6% | +103.4% | +99.8% |
| YTD | +102.4% | -15.5% | +117.9% | +111.4% |
| 1Y | +139.0% | -13.7% | +152.6% | +146.9% |
| 3Y | +440.4% | -35.0% | +475.4% | +491.0% |
| All | +448.1% | -55.0% | +503.0% | +622.3% |
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