+43.3%
AA vs SN
+490.7%
-447.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -0.7% | -9.3% | +8.6% | +2.4% |
| 30D | +5.0% | -4.8% | +9.8% | +6.4% |
| 3M | -35.8% | +40.4% | -76.3% | -43.7% |
| 6M | -18.4% | +50.9% | -69.3% | -31.0% |
| YTD | -5.5% | +54.9% | -60.4% | -21.4% |
| 1Y | +61.0% | +43.0% | +17.9% | +37.1% |
| 3Y | +66.2% | +391.8% | -325.6% | +0.4% |
| All | +43.3% | +490.7% | -447.4% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling