+4.3%
ACN vs SN
+136.6%
-132.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +14.9% |
| 3M | +39.9% | +18.3% | +21.6% | +36.9% |
| 6M | +50.2% | +103.1% | -52.9% | +37.3% |
| YTD | -4.2% | +96.7% | -100.9% | -13.2% |
| 1Y | +4.3% | +134.3% | -130.0% | -12.8% |
| All | +4.3% | +136.6% | -132.3% | -12.8% |
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