+11.9%
AGG vs SN
+490.7%
-478.7%
-5.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -0.2% | -9.3% | +9.2% | 0.0% |
| 30D | -0.4% | -4.8% | +4.4% | -0.3% |
| 3M | -0.7% | +40.4% | -41.1% | -1.0% |
| 6M | -1.5% | +50.9% | -52.5% | -2.0% |
| YTD | -0.3% | +54.9% | -55.2% | -0.8% |
| 1Y | +1.3% | +43.0% | -41.7% | +0.8% |
| 3Y | +13.2% | +391.8% | -378.6% | +11.7% |
| All | +11.9% | +490.7% | -478.7% | +10.4% |
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