+79.9%
COR vs SN
+441.3%
-361.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.2% | +3.5% | -4.7% | -1.1% |
| 30D | +7.6% | +19.4% | -11.8% | +8.1% |
| 3M | +5.0% | +20.9% | -15.9% | +5.5% |
| 6M | +35.3% | +111.1% | -75.8% | +38.6% |
| YTD | +4.2% | +102.8% | -98.6% | +6.8% |
| 1Y | -3.4% | +146.2% | -149.6% | +0.2% |
| All | +79.9% | +441.3% | -361.4% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling