+146.9%
ALL vs SN
+490.7%
-343.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | 0.0% | -9.3% | +9.4% | +0.4% |
| 30D | -1.5% | -4.8% | +3.3% | -1.3% |
| 3M | +23.6% | +40.4% | -16.8% | +22.0% |
| 6M | +22.3% | +50.9% | -28.6% | +20.3% |
| YTD | +26.5% | +54.9% | -28.4% | +24.1% |
| 1Y | +27.0% | +43.0% | -16.0% | +25.1% |
| 3Y | +149.6% | +391.8% | -242.2% | +138.4% |
| All | +146.9% | +490.7% | -343.7% | +134.6% |
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