-14.4%
ACN vs SN
+681.9%
-696.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.7% |
| 7D | -2.5% | +7.6% | -10.2% | -3.4% |
| 30D | +22.6% | +24.1% | -1.4% | +19.6% |
| 3M | +45.9% | +23.7% | +22.2% | +42.2% |
| 6M | +43.8% | +105.5% | -61.7% | +31.9% |
| YTD | -2.5% | +105.1% | -107.6% | -10.9% |
| 1Y | +6.5% | +148.3% | -141.8% | -5.0% |
| 3Y | -14.2% | +438.7% | -452.8% | -28.1% |
| All | -14.4% | +681.9% | -696.3% | -28.3% |
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 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