+10.5%
AGG vs SN
+671.3%
-660.8%
-5.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -0.2% |
| 7D | -1.5% | +1.5% | -3.1% | -1.5% |
| 30D | +0.6% | +21.5% | -20.9% | +0.4% |
| 3M | -1.6% | +20.0% | -21.7% | -1.9% |
| 6M | -1.6% | +119.9% | -121.5% | -2.5% |
| YTD | -1.5% | +102.3% | -103.8% | -2.3% |
| 1Y | -1.1% | +148.0% | -149.1% | -2.1% |
| 3Y | +13.6% | +450.0% | -436.4% | +11.6% |
| All | +10.5% | +671.3% | -660.8% | +8.6% |
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