+92.2%
AMZN vs SN
+496.6%
-404.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -6.4% | -5.6% | -0.8% | -5.4% |
| 3M | +4.8% | +48.1% | -43.3% | -3.8% |
| 6M | +20.5% | +57.6% | -37.1% | +8.7% |
| YTD | +11.3% | +56.5% | -45.2% | +0.3% |
| 1Y | +9.0% | +52.6% | -43.6% | -1.6% |
| 3Y | +85.9% | +412.0% | -326.1% | +53.9% |
| All | +92.2% | +496.6% | -404.4% | +57.1% |
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