+16.3%
AA vs SN
+650.0%
-633.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.4% |
| 7D | +5.3% | +1.4% | +3.9% | +4.9% |
| 30D | -2.3% | +16.6% | -18.9% | -7.3% |
| 3M | -20.8% | +18.3% | -39.1% | -25.7% |
| 6M | -39.8% | +103.1% | -142.9% | -53.8% |
| YTD | -23.3% | +96.7% | -120.0% | -41.4% |
| 1Y | +1.8% | +134.3% | -132.5% | -27.3% |
| 3Y | +69.5% | +425.2% | -355.7% | -4.5% |
| All | +16.3% | +650.0% | -633.7% | -35.3% |
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