+423.6%
SN vs FND
-48.3%
+471.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.4% |
| 3M | +40.4% | +2.7% | +37.7% | +37.6% |
| 6M | +50.9% | -21.7% | +72.6% | +66.3% |
| YTD | +54.9% | -17.5% | +72.4% | +64.9% |
| 1Y | +43.0% | -39.3% | +82.3% | +74.1% |
| All | +423.6% | -48.3% | +471.9% | +554.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling