-3.5%
F vs SN
+140.3%
-143.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | -0.2% | +7.6% | -7.8% | -1.9% |
| 30D | +0.9% | +22.4% | -21.5% | -3.7% |
| 3M | -11.3% | +21.7% | -33.0% | -15.3% |
| 6M | +2.0% | +102.8% | -100.8% | -17.6% |
| YTD | -3.2% | +102.4% | -105.6% | -21.3% |
| 1Y | -3.5% | +139.0% | -142.4% | -25.0% |
| All | -3.5% | +140.3% | -143.8% | -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 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