+178.5%
C vs SN
+659.6%
-481.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.1% |
| 7D | -2.4% | +7.2% | -9.6% | -3.8% |
| 30D | -6.0% | +20.4% | -26.4% | -9.6% |
| 3M | -10.5% | +23.9% | -34.5% | -14.8% |
| 6M | -5.7% | +93.0% | -98.8% | -19.0% |
| YTD | +4.1% | +99.2% | -95.1% | -11.6% |
| 1Y | +20.5% | +142.6% | -122.1% | -2.0% |
| 3Y | +208.1% | +398.8% | -190.7% | +134.8% |
| All | +178.5% | +659.6% | -481.1% | +111.0% |
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