+107.5%
ALL vs SN
+397.9%
-290.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.7% | -7.1% | -4.6% |
| 7D | -1.9% | +7.2% | -9.1% | -2.2% |
| 30D | +13.8% | +20.4% | -6.6% | +12.9% |
| 3M | -7.0% | +23.9% | -30.9% | -7.9% |
| 6M | +18.0% | +93.0% | -75.0% | +14.7% |
| YTD | +24.2% | +99.2% | -75.0% | +20.2% |
| 1Y | +31.2% | +142.6% | -111.4% | +25.3% |
| 3Y | +107.5% | +398.8% | -291.3% | +100.9% |
| All | +107.5% | +397.9% | -290.4% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling