+52.2%
ACN vs SN
+99.0%
-46.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +30.9% |
| 3M | +53.5% | +23.9% | +29.6% | +49.7% |
| 6M | +52.2% | +93.0% | -40.8% | +38.1% |
| All | +52.2% | +99.0% | -46.8% | +38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling