+57.2%
AA vs SN
+397.9%
-340.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +1.9% |
| 7D | +0.9% | +7.2% | -6.3% | -1.7% |
| 30D | -6.7% | +20.4% | -27.1% | -13.3% |
| 3M | -16.3% | +23.9% | -40.3% | -23.6% |
| 6M | -37.1% | +93.0% | -130.2% | -52.7% |
| YTD | -25.0% | +99.2% | -124.3% | -45.4% |
| 1Y | +8.6% | +142.6% | -134.0% | -28.0% |
| 3Y | +57.2% | +398.8% | -341.6% | -32.8% |
| All | +57.2% | +397.9% | -340.7% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling