-11.8%
ACN vs SN
+397.9%
-409.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.4% | -2.1% |
| 7D | +0.9% | +7.2% | -6.3% | -0.1% |
| 30D | +33.5% | +20.4% | +13.1% | +30.3% |
| 3M | +53.5% | +23.9% | +29.6% | +48.9% |
| 6M | +52.2% | +93.0% | -40.8% | +38.8% |
| YTD | -0.1% | +99.2% | -99.4% | -9.7% |
| 1Y | +11.0% | +142.6% | -131.6% | -2.6% |
| 3Y | -11.8% | +398.8% | -410.6% | -30.0% |
| All | -11.8% | +397.9% | -409.7% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling