+11.6%
AGG vs SN
+476.8%
-465.2%
-5.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.2% |
| 7D | -0.2% | -3.4% | +3.2% | -0.1% |
| 30D | -0.2% | -9.1% | +8.8% | -0.1% |
| 3M | -0.7% | +31.8% | -32.5% | -1.0% |
| 6M | -1.8% | +52.0% | -53.8% | -2.2% |
| YTD | -0.6% | +51.3% | -51.9% | -1.1% |
| 1Y | +0.4% | +46.9% | -46.5% | -0.1% |
| 3Y | +13.2% | +394.9% | -381.8% | +11.7% |
| All | +11.6% | +476.8% | -465.2% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling