+13.7%
F vs SN
+659.6%
-645.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.2% |
| 7D | +1.6% | +7.2% | -5.6% | +0.2% |
| 30D | +2.6% | +20.4% | -17.7% | -1.0% |
| 3M | -8.8% | +23.9% | -32.7% | -12.8% |
| 6M | +4.6% | +93.0% | -88.4% | -9.2% |
| YTD | -1.9% | +99.2% | -101.1% | -15.6% |
| 1Y | -0.8% | +142.6% | -143.4% | -17.8% |
| 3Y | +43.5% | +398.8% | -355.3% | +8.8% |
| All | +13.7% | +659.6% | -645.8% | -13.9% |
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