+153.7%
ALL vs SN
+639.7%
-486.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +4.2% | +3.8% | +0.4% | +4.1% |
| 30D | +18.9% | +17.5% | +1.4% | +18.2% |
| 3M | +1.2% | +19.2% | -18.0% | +0.5% |
| 6M | +23.2% | +84.9% | -61.7% | +20.3% |
| YTD | +30.0% | +94.0% | -64.0% | +26.4% |
| 1Y | +39.6% | +151.3% | -111.7% | +33.8% |
| 3Y | +115.2% | +387.1% | -271.8% | +104.2% |
| All | +153.7% | +639.7% | -486.0% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling