+47.5%
D vs SN
+671.3%
-623.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | +0.1% |
| 7D | -1.4% | +1.5% | -2.9% | -1.5% |
| 30D | +7.7% | +21.5% | -13.8% | +6.7% |
| 3M | -0.3% | +20.0% | -20.3% | -1.3% |
| 6M | +10.1% | +119.9% | -109.9% | +5.4% |
| YTD | +19.1% | +102.3% | -83.2% | +14.4% |
| 1Y | +15.9% | +148.0% | -132.1% | +10.1% |
| 3Y | +75.0% | +450.0% | -375.0% | +49.1% |
| All | +47.5% | +671.3% | -623.8% | +25.0% |
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