+154.6%
ALL vs SN
+671.3%
-516.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | +0.3% |
| 7D | +5.0% | +1.5% | +3.5% | +5.0% |
| 30D | +13.3% | +21.5% | -8.2% | +12.5% |
| 3M | +3.2% | +20.0% | -16.9% | +2.4% |
| 6M | +25.3% | +119.9% | -94.6% | +21.5% |
| YTD | +30.5% | +102.3% | -71.9% | +26.6% |
| 1Y | +29.2% | +148.0% | -118.8% | +24.0% |
| 3Y | +119.1% | +450.0% | -330.9% | +107.2% |
| All | +154.6% | +671.3% | -516.7% | +139.4% |
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 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