+8.7%
AA vs SN
+143.5%
-134.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.9% | +2.8% | +5.2% |
| 7D | +4.8% | +7.6% | -2.8% | +3.5% |
| 30D | -0.6% | +24.1% | -24.7% | -4.2% |
| 3M | -16.3% | +23.7% | -40.0% | -19.4% |
| 6M | -33.4% | +105.5% | -138.9% | -42.7% |
| YTD | -20.7% | +105.1% | -125.8% | -34.0% |
| All | +8.7% | +143.5% | -134.9% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling