+13.7%
AA vs SN
+659.6%
-645.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.0% |
| 7D | +0.9% | +7.2% | -6.3% | -1.4% |
| 30D | -6.7% | +20.4% | -27.1% | -12.5% |
| 3M | -16.3% | +23.9% | -40.3% | -22.7% |
| 6M | -37.1% | +93.0% | -130.2% | -50.9% |
| YTD | -25.0% | +99.2% | -124.3% | -43.0% |
| 1Y | +8.6% | +142.6% | -134.0% | -23.5% |
| 3Y | +57.2% | +398.8% | -341.6% | -11.1% |
| All | +13.7% | +659.6% | -645.9% | -37.1% |
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