+142.9%
B vs SN
+673.1%
-530.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -2.7% | +3.5% | -6.2% | -3.1% |
| 30D | -4.3% | +19.4% | -23.8% | -6.5% |
| 3M | -2.3% | +20.9% | -23.2% | -4.7% |
| 6M | -16.2% | +111.1% | -127.3% | -23.9% |
| YTD | -8.8% | +102.8% | -111.6% | -17.1% |
| 1Y | +11.4% | +146.2% | -134.8% | -0.6% |
| 3Y | +174.3% | +441.4% | -267.1% | +117.2% |
| All | +142.9% | +673.1% | -530.2% | +91.1% |
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