+175.2%
SO vs FN
+753.0%
-577.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.7% | -12.7% | -1.3% |
| 7D | -1.5% | 0.0% | -1.4% | -1.5% |
| 30D | +8.1% | -34.3% | +42.4% | +9.1% |
| 3M | +0.2% | -39.9% | +40.1% | +1.3% |
| 6M | +0.4% | -51.8% | +52.2% | +1.9% |
| YTD | +8.5% | -28.1% | +36.6% | +8.2% |
| 1Y | +4.9% | -29.1% | +34.0% | +4.6% |
| 3Y | +47.9% | +102.4% | -54.5% | +35.6% |
| 5Y | +75.7% | +171.7% | -96.0% | +54.2% |
| All | +175.2% | +753.0% | -577.8% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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