-5.4%
SSPC vs FN
-48.1%
+42.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.3% | +8.8% | -3.2% |
| 7D | -8.1% | +0.3% | -8.3% | -6.6% |
| 30D | +5.4% | -16.5% | +21.9% | +3.3% |
| 3M | -19.7% | -42.1% | +22.4% | -32.1% |
| All | -5.4% | -48.1% | +42.7% | +8.4% |
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 · Available span rolling