+248.0%
SU vs FN
+2,887.5%
-2,639.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.1% | -2.2% |
| 7D | -13.4% | 0.0% | -13.4% | -13.8% |
| 30D | +0.9% | -34.3% | +35.2% | +6.7% |
| 3M | +12.8% | -39.9% | +52.6% | +19.7% |
| 6M | +8.3% | -51.8% | +60.1% | +17.5% |
| YTD | +58.2% | -28.1% | +86.4% | +57.1% |
| 1Y | +67.1% | -29.1% | +96.2% | +65.3% |
| 3Y | +125.6% | +102.4% | +23.2% | +72.2% |
| 5Y | +213.6% | +171.7% | +41.9% | +117.4% |
| 10Y | +234.7% | +773.5% | -538.8% | +79.4% |
| All | +248.0% | +2,887.5% | -2,639.5% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling