-40.2%
ACN vs SN
+496.6%
-536.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.2% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +1.9% | -5.6% | +7.5% | +2.5% |
| 3M | +3.9% | +48.1% | -44.2% | -1.0% |
| 6M | -15.0% | +57.6% | -72.6% | -19.8% |
| YTD | -31.9% | +56.5% | -88.4% | -35.8% |
| 1Y | -28.5% | +52.6% | -81.1% | -32.5% |
| 3Y | -41.9% | +412.0% | -453.9% | -49.8% |
| All | -40.2% | +496.6% | -536.9% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling