+92.6%
ADI vs SN
+476.8%
-384.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.4% |
| 7D | +2.6% | -3.4% | +6.0% | +3.6% |
| 30D | -4.6% | -9.1% | +4.4% | -2.3% |
| 3M | -9.5% | +31.8% | -41.3% | -16.7% |
| 6M | +14.8% | +52.0% | -37.2% | +0.8% |
| YTD | +35.8% | +51.3% | -15.5% | +19.0% |
| 1Y | +48.9% | +46.9% | +2.1% | +30.9% |
| 3Y | +115.6% | +394.9% | -279.4% | +58.3% |
| All | +92.6% | +476.8% | -384.1% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling