-9.7%
AFRM vs SN
+140.1%
-149.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -10.3% | +3.5% | -13.8% | -11.8% |
| 30D | -13.7% | +19.4% | -33.2% | -21.1% |
| 3M | -11.6% | +20.9% | -32.5% | -19.8% |
| 6M | +2.1% | +111.1% | -109.0% | -30.1% |
| YTD | -8.9% | +102.8% | -111.7% | -38.4% |
| 1Y | -9.7% | +146.2% | -155.9% | -48.0% |
| All | -9.7% | +140.1% | -149.8% | -48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling