+45.3%
SO vs FND
-49.6%
+94.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.2% |
| 7D | +1.0% | +0.4% | +0.6% | +1.0% |
| 30D | -3.2% | -23.6% | +20.4% | -2.0% |
| 3M | -1.7% | +4.3% | -6.0% | -1.9% |
| 6M | -7.2% | -20.3% | +13.1% | -6.5% |
| YTD | +4.6% | -21.3% | +25.9% | +5.1% |
| 1Y | +1.2% | -45.4% | +46.6% | +3.5% |
| 3Y | +45.3% | -48.9% | +94.1% | +44.5% |
| All | +45.3% | -49.6% | +94.8% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling