+75.9%
D vs SN
+384.9%
-309.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +6.9% | +3.8% | +3.1% | +6.8% |
| 30D | +12.3% | +17.5% | -5.2% | +11.7% |
| 3M | +3.0% | +19.2% | -16.2% | +2.3% |
| 6M | +12.8% | +84.9% | -72.1% | +10.1% |
| YTD | +22.6% | +94.0% | -71.5% | +19.4% |
| 1Y | +21.7% | +151.3% | -129.7% | +17.3% |
| All | +75.9% | +384.9% | -309.0% | +54.6% |
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 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