+4.1%
ACN vs SN
+141.7%
-137.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.1% |
| 7D | -3.8% | +1.5% | -5.4% | -4.0% |
| 30D | +16.5% | +21.5% | -5.0% | +13.8% |
| 3M | +41.5% | +20.0% | +21.4% | +38.2% |
| 6M | +60.1% | +119.9% | -59.9% | +44.4% |
| YTD | -3.9% | +102.3% | -106.3% | -13.6% |
| 1Y | +4.1% | +148.0% | -143.9% | -15.1% |
| All | +4.1% | +141.7% | -137.6% | -15.1% |
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 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