+309.7%
SN vs FWONK
+35.4%
+274.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.3% | -3.9% |
| 7D | -3.4% | -0.6% | -2.8% | -3.2% |
| 30D | -9.1% | -5.8% | -3.3% | -7.6% |
| 3M | +31.8% | +10.0% | +21.7% | +28.3% |
| 6M | +52.0% | +14.7% | +37.4% | +46.2% |
| YTD | +51.3% | -1.7% | +53.0% | +51.2% |
| 1Y | +46.9% | -4.6% | +51.5% | +47.9% |
| 3Y | +394.9% | +46.7% | +348.3% | +375.0% |
| All | +309.7% | +35.4% | +274.3% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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