+78.6%
COR vs SN
+496.6%
-418.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.9% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +1.5% | -5.6% | +7.1% | +1.4% |
| 3M | +18.7% | +48.1% | -29.4% | +19.8% |
| 6M | -9.0% | +57.6% | -66.7% | -8.0% |
| YTD | -3.3% | +56.5% | -59.8% | -2.1% |
| 1Y | +9.8% | +52.6% | -42.7% | +11.2% |
| 3Y | +87.4% | +412.0% | -324.6% | +92.5% |
| All | +78.6% | +496.6% | -418.0% | +84.1% |
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