+177.1%
C vs SN
+639.7%
-462.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.1% | -4.8% |
| 7D | -5.3% | +3.8% | -9.1% | -6.0% |
| 30D | -7.3% | +17.5% | -24.9% | -10.5% |
| 3M | -13.5% | +19.2% | -32.7% | -16.9% |
| 6M | -6.5% | +84.9% | -91.4% | -18.9% |
| YTD | +3.6% | +94.0% | -90.4% | -11.6% |
| 1Y | +18.9% | +151.3% | -132.4% | -4.0% |
| 3Y | +205.0% | +387.1% | -182.1% | +133.7% |
| All | +177.1% | +639.7% | -462.6% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling