+6.0%
SO vs FN
-25.5%
+31.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.5% | +1.0% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | +4.7% | -16.5% | +21.2% | +4.5% |
| 3M | +1.7% | -42.1% | +43.8% | +0.9% |
| 6M | +2.2% | -52.9% | +55.0% | +1.5% |
| YTD | +10.0% | -28.0% | +37.9% | +10.2% |
| 1Y | +6.0% | -18.5% | +24.6% | +5.8% |
| All | +6.0% | -25.5% | +31.5% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling