+37.5%
CVX vs SN
+46.4%
-8.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.5% |
| 7D | +3.3% | -9.3% | +12.7% | +1.8% |
| 30D | +12.9% | -4.8% | +17.7% | +12.1% |
| 3M | +11.7% | +40.4% | -28.7% | +17.5% |
| 6M | +14.1% | +50.9% | -36.8% | +22.1% |
| YTD | +40.7% | +54.9% | -14.3% | +50.4% |
| 1Y | +37.5% | +43.0% | -5.5% | +49.8% |
| All | +37.5% | +46.4% | -8.9% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling