+186.8%
SO vs FN
+837.6%
-650.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.9% | -10.5% | +1.1% |
| 7D | -1.1% | +16.3% | -17.4% | -1.5% |
| 30D | +8.6% | -24.7% | +33.3% | +9.3% |
| 3M | +1.8% | -34.9% | +36.7% | +2.7% |
| 6M | +3.6% | -41.1% | +44.7% | +4.6% |
| YTD | +9.9% | -19.6% | +29.6% | +9.4% |
| 1Y | +5.7% | -18.5% | +24.2% | +5.0% |
| 3Y | +52.5% | +119.1% | -66.6% | +40.0% |
| 5Y | +77.3% | +206.9% | -129.6% | +55.2% |
| 10Y | +186.8% | +826.4% | -639.6% | +132.8% |
| All | +186.8% | +837.6% | -650.8% | +132.8% |
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