+77.6%
SO vs FN
+148.3%
-70.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.2% | +14.5% | 0.0% |
| 7D | +0.4% | -16.0% | +16.4% | +0.1% |
| 30D | +9.2% | -40.1% | +49.4% | +8.6% |
| 3M | +1.1% | -43.9% | +45.0% | +0.5% |
| 6M | -1.1% | -55.6% | +54.6% | -1.7% |
| YTD | +9.7% | -35.7% | +45.3% | +9.4% |
| 1Y | +5.5% | -39.8% | +45.3% | +5.2% |
| 3Y | +47.0% | +80.3% | -33.2% | +42.9% |
| 5Y | +77.6% | +143.3% | -65.7% | +64.9% |
| All | +77.6% | +148.3% | -70.7% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling