+152.3%
B vs SN
+659.6%
-507.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | +0.2% |
| 7D | +9.6% | +7.2% | +2.4% | +8.6% |
| 30D | +3.5% | +20.4% | -16.9% | +1.1% |
| 3M | -1.6% | +23.9% | -25.5% | -4.4% |
| 6M | -1.7% | +93.0% | -94.7% | -9.8% |
| YTD | -5.3% | +99.2% | -104.6% | -13.7% |
| 1Y | +27.2% | +142.6% | -115.4% | +13.8% |
| 3Y | +166.1% | +398.8% | -232.7% | +111.9% |
| All | +152.3% | +659.6% | -507.3% | +98.8% |
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 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