+235.9%
SU vs FN
+850.1%
-614.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.9% | -4.1% | +1.0% |
| 7D | -4.3% | +8.0% | -12.3% | -5.7% |
| 30D | -6.2% | -19.1% | +13.0% | -4.1% |
| 3M | +9.7% | -29.8% | +39.5% | +13.5% |
| 6M | +7.3% | -43.2% | +50.5% | +13.3% |
| YTD | +58.7% | -18.9% | +77.7% | +53.9% |
| 1Y | +59.7% | -17.9% | +77.6% | +53.6% |
| 3Y | +129.2% | +120.1% | +9.1% | +66.5% |
| 5Y | +223.7% | +206.7% | +17.0% | +105.0% |
| 10Y | +235.9% | +804.7% | -568.7% | +59.8% |
| All | +235.9% | +850.1% | -614.1% | +59.8% |
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