+240.8%
SU vs FN
+3,620.5%
-3,379.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.2% |
| 7D | +3.6% | -1.7% | +5.2% | +3.8% |
| 30D | +7.9% | -22.0% | +29.9% | +11.3% |
| 3M | +3.5% | -43.0% | +46.5% | +11.4% |
| 6M | +19.0% | -27.7% | +46.7% | +21.0% |
| YTD | +55.0% | -10.5% | +65.5% | +50.6% |
| 1Y | +71.2% | +12.5% | +58.7% | +58.3% |
| 3Y | +117.4% | +153.8% | -36.4% | +61.9% |
| 5Y | +335.2% | +288.0% | +47.2% | +186.3% |
| 10Y | +248.7% | +906.4% | -657.7% | +84.8% |
| All | +240.8% | +3,620.5% | -3,379.7% | +42.7% |
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