+220.4%
C vs SN
+490.7%
-270.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +3.6% | -9.3% | +13.0% | +5.7% |
| 30D | +0.1% | -4.8% | +4.9% | +0.9% |
| 3M | +2.4% | +40.4% | -38.0% | -5.6% |
| 6M | +24.9% | +50.9% | -26.0% | +12.9% |
| YTD | +19.8% | +54.9% | -35.1% | +7.4% |
| 1Y | +44.9% | +43.0% | +1.8% | +31.5% |
| 3Y | +263.0% | +391.8% | -128.9% | +190.4% |
| All | +220.4% | +490.7% | -270.3% | +156.5% |
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