+92.2%
COR vs SN
+650.0%
-557.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.8% | -0.2% |
| 7D | +2.9% | +1.4% | +1.5% | +2.9% |
| 30D | +5.8% | +16.6% | -10.8% | +6.1% |
| 3M | +11.4% | +18.3% | -6.8% | +11.7% |
| 6M | +34.5% | +103.1% | -68.6% | +36.6% |
| YTD | +4.1% | +96.7% | -92.7% | +5.7% |
| 1Y | -3.1% | +134.3% | -137.5% | -0.8% |
| 3Y | +80.9% | +425.2% | -344.4% | +87.4% |
| All | +92.2% | +650.0% | -557.8% | +98.9% |
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