+439.5%
SN vs FND
-55.1%
+494.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +7.2% | +7.7% | -0.5% | +3.3% |
| 30D | +20.4% | +11.9% | +8.5% | +13.7% |
| 3M | +23.9% | -14.6% | +38.5% | +32.1% |
| 6M | +93.0% | +0.5% | +92.6% | +89.3% |
| YTD | +99.2% | -15.8% | +115.1% | +108.5% |
| 1Y | +142.6% | -12.9% | +155.5% | +149.7% |
| 3Y | +398.8% | -34.2% | +432.9% | +442.2% |
| All | +439.5% | -55.1% | +494.6% | +612.3% |
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 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