-15.9%
ACN vs SN
+650.0%
-665.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.1% |
| 7D | -5.7% | +1.4% | -7.1% | -5.9% |
| 30D | +17.0% | +16.6% | +0.4% | +15.0% |
| 3M | +39.9% | +18.3% | +21.6% | +37.0% |
| 6M | +50.2% | +103.1% | -52.9% | +37.9% |
| YTD | -4.2% | +96.7% | -100.9% | -12.0% |
| 1Y | +4.3% | +134.3% | -130.0% | -6.3% |
| 3Y | -17.1% | +425.2% | -442.3% | -30.3% |
| All | -15.9% | +650.0% | -665.9% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling