-37.7%
ACN vs SN
+490.7%
-528.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | -1.5% | -9.3% | +7.8% | -0.5% |
| 30D | +9.4% | -4.8% | +14.2% | +9.9% |
| 3M | +5.6% | +40.4% | -34.8% | +1.4% |
| 6M | -9.3% | +50.9% | -60.2% | -13.9% |
| YTD | -29.0% | +54.9% | -83.9% | -32.9% |
| 1Y | -24.7% | +43.0% | -67.7% | -28.4% |
| 3Y | -39.8% | +391.8% | -431.7% | -48.0% |
| All | -37.7% | +490.7% | -528.3% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling