+113.8%
ALL vs SN
+440.3%
-326.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +2.9% |
| 7D | -0.1% | +7.6% | -7.7% | -0.5% |
| 30D | +13.8% | +22.4% | -8.6% | +12.8% |
| 3M | -2.8% | +21.7% | -24.4% | -3.7% |
| 6M | +23.7% | +102.8% | -79.2% | +19.9% |
| YTD | +27.3% | +102.4% | -75.1% | +23.1% |
| 1Y | +30.5% | +139.0% | -108.4% | +24.8% |
| All | +113.8% | +440.3% | -326.5% | +109.7% |
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