+195.3%
B vs SN
+428.0%
-232.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +3.8% |
| 7D | +11.3% | +7.6% | +3.7% | +10.1% |
| 30D | +2.9% | +24.1% | -21.1% | -0.3% |
| 3M | -2.9% | +23.7% | -26.6% | -6.0% |
| 6M | -1.2% | +105.5% | -106.7% | -11.3% |
| YTD | -1.3% | +105.1% | -106.4% | -11.8% |
| 1Y | +30.4% | +148.3% | -117.9% | +14.3% |
| 3Y | +195.3% | +438.7% | -243.4% | +91.8% |
| All | +195.3% | +428.0% | -232.7% | +91.8% |
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