+264.7%
SU vs FN
+890.7%
-626.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +1.6% | +5.8% | -4.2% | +0.7% |
| 30D | +10.7% | -20.6% | +31.4% | +14.0% |
| 3M | +13.5% | -28.6% | +42.1% | +17.6% |
| 6M | +21.8% | -20.7% | +42.5% | +22.0% |
| YTD | +58.8% | -8.1% | +67.0% | +53.3% |
| 1Y | +72.0% | +13.3% | +58.7% | +58.1% |
| 3Y | +121.7% | +175.7% | -54.0% | +56.7% |
| 5Y | +350.4% | +297.4% | +53.0% | +175.2% |
| 10Y | +264.7% | +950.9% | -686.3% | +69.4% |
| All | +264.7% | +890.7% | -626.0% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling