+142.4%
ALL vs SN
+659.6%
-517.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.0% |
| 3M | -7.0% | +23.9% | -30.9% | -7.8% |
| 6M | +18.0% | +93.0% | -75.0% | +15.0% |
| YTD | +24.2% | +99.2% | -75.0% | +20.7% |
| 1Y | +31.2% | +142.6% | -111.4% | +26.0% |
| 3Y | +107.5% | +398.8% | -291.3% | +96.7% |
| All | +142.4% | +659.6% | -517.1% | +128.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling