+463.6%
SO vs FN
+2,575.5%
-2,112.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.2% | +14.5% | +0.6% |
| 7D | +0.4% | -16.0% | +16.4% | +0.7% |
| 30D | +9.2% | -40.1% | +49.4% | +10.6% |
| 3M | +1.1% | -43.9% | +45.0% | +2.4% |
| 6M | -1.1% | -55.6% | +54.6% | +0.7% |
| YTD | +9.7% | -35.7% | +45.3% | +9.9% |
| 1Y | +5.5% | -39.8% | +45.3% | +5.8% |
| 3Y | +47.0% | +80.3% | -33.2% | +38.5% |
| 5Y | +77.6% | +143.3% | -65.7% | +62.8% |
| 10Y | +181.0% | +682.3% | -501.3% | +143.2% |
| All | +463.6% | +2,575.5% | -2,112.0% | +370.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling