+455.3%
SN vs FND
-53.3%
+508.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.1% | +1.1% |
| 7D | +7.6% | +8.5% | -0.9% | +3.4% |
| 30D | +24.1% | +17.2% | +6.9% | +14.7% |
| 3M | +23.7% | -14.9% | +38.6% | +32.2% |
| 6M | +105.5% | +3.1% | +102.4% | +99.1% |
| YTD | +105.1% | -12.4% | +117.5% | +110.7% |
| 1Y | +148.3% | -10.0% | +158.3% | +151.7% |
| 3Y | +438.7% | -31.3% | +470.0% | +475.0% |
| All | +455.3% | -53.3% | +508.7% | +619.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling