+43.5%
D vs SN
+490.7%
-447.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | +1.5% | -9.3% | +10.8% | +1.9% |
| 30D | -2.6% | -4.8% | +2.2% | -2.4% |
| 3M | 0.0% | +40.4% | -40.4% | -1.9% |
| 6M | +7.4% | +50.9% | -43.6% | +4.8% |
| YTD | +15.9% | +54.9% | -39.1% | +12.9% |
| 1Y | +18.1% | +43.0% | -24.9% | +15.6% |
| 3Y | +58.4% | +391.8% | -333.4% | +34.6% |
| All | +43.5% | +490.7% | -447.1% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling