+8.8%
CI vs SN
+673.1%
-664.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -1.3% | +3.5% | -4.8% | -1.4% |
| 30D | +6.4% | +19.4% | -13.1% | +5.8% |
| 3M | +10.7% | +20.9% | -10.2% | +10.0% |
| 6M | +5.5% | +111.1% | -105.6% | +2.8% |
| YTD | +11.4% | +102.8% | -91.4% | +8.5% |
| 1Y | +15.0% | +146.2% | -131.2% | +11.2% |
| 3Y | +9.0% | +441.4% | -432.5% | -2.8% |
| All | +8.8% | +673.1% | -664.4% | -3.7% |
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