+18.0%
AA vs SN
+673.1%
-655.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +1.1% | +3.5% | -2.4% | +0.1% |
| 30D | -1.3% | +19.4% | -20.7% | -7.1% |
| 3M | -23.9% | +20.9% | -44.8% | -29.1% |
| 6M | -36.8% | +111.1% | -147.9% | -52.1% |
| YTD | -22.2% | +102.8% | -125.0% | -41.1% |
| 1Y | +10.4% | +146.2% | -135.8% | -22.6% |
| 3Y | +72.0% | +441.4% | -369.4% | -4.1% |
| All | +18.0% | +673.1% | -655.2% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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