+7.1%
CI vs SN
+671.3%
-664.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | +0.2% |
| 7D | +1.2% | +1.5% | -0.4% | +1.1% |
| 30D | +2.6% | +21.5% | -18.9% | +2.0% |
| 3M | +7.4% | +20.0% | -12.6% | +6.8% |
| 6M | -0.1% | +119.9% | -120.0% | -2.8% |
| YTD | +9.7% | +102.3% | -92.6% | +7.0% |
| 1Y | +12.1% | +148.0% | -135.9% | +8.4% |
| 3Y | +7.0% | +450.0% | -443.0% | -4.6% |
| All | +7.1% | +671.3% | -664.1% | -5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling