+141.4%
ALL vs SN
+681.9%
-540.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.5% |
| 7D | -3.9% | +7.6% | -11.5% | -4.1% |
| 30D | +10.6% | +24.1% | -13.5% | +9.7% |
| 3M | -4.6% | +23.7% | -28.3% | -5.4% |
| 6M | +20.2% | +105.5% | -85.3% | +16.8% |
| YTD | +23.7% | +105.1% | -81.4% | +20.0% |
| 1Y | +27.9% | +148.3% | -120.4% | +22.8% |
| 3Y | +109.2% | +438.7% | -329.5% | +97.8% |
| All | +141.4% | +681.9% | -540.5% | +126.9% |
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