+82.0%
COR vs SN
+490.7%
-408.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.9% |
| 7D | +2.8% | -9.3% | +12.1% | +2.6% |
| 30D | +4.5% | -4.8% | +9.3% | +4.4% |
| 3M | +22.7% | +40.4% | -17.8% | +23.7% |
| 6M | -9.7% | +50.9% | -60.7% | -8.8% |
| YTD | -1.4% | +54.9% | -56.4% | -0.3% |
| 1Y | +13.9% | +43.0% | -29.1% | +15.1% |
| 3Y | +94.0% | +391.8% | -297.9% | +99.4% |
| All | +82.0% | +490.7% | -408.6% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling