+11.9%
ACN vs SN
+156.5%
-144.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +3.3% |
| 7D | +8.6% | +10.6% | -2.1% | +7.4% |
| 30D | +36.6% | +20.0% | +16.6% | +34.0% |
| 3M | +56.3% | +30.4% | +25.9% | +51.6% |
| 6M | +49.7% | +91.0% | -41.3% | +38.7% |
| YTD | +1.3% | +95.9% | -94.6% | -6.9% |
| 1Y | +11.9% | +158.9% | -147.0% | -4.8% |
| All | +11.9% | +156.5% | -144.5% | -4.8% |
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 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