+118.1%
SU vs FN
+175.0%
-56.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.7% |
| 7D | -1.0% | +3.5% | -4.5% | -1.1% |
| 30D | +13.7% | -26.0% | +39.7% | +15.1% |
| 3M | +8.0% | -33.3% | +41.3% | +9.9% |
| 6M | +21.0% | -14.9% | +35.9% | +20.5% |
| YTD | +56.2% | -8.6% | +64.8% | +54.2% |
| 1Y | +72.2% | +12.3% | +59.9% | +66.9% |
| 3Y | +118.1% | +174.4% | -56.3% | +95.4% |
| All | +118.1% | +175.0% | -56.9% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling