+15.8%
F vs SN
+647.0%
-631.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +2.1% |
| 7D | +6.0% | +10.6% | -4.6% | +4.0% |
| 30D | +4.3% | +20.0% | -15.7% | +0.6% |
| 3M | -10.1% | +30.4% | -40.4% | -15.0% |
| 6M | +12.8% | +91.0% | -78.2% | -2.0% |
| YTD | -0.1% | +95.9% | -96.0% | -13.8% |
| 1Y | +3.7% | +158.9% | -155.2% | -15.2% |
| 3Y | +42.7% | +391.8% | -349.1% | +8.6% |
| All | +15.8% | +647.0% | -631.1% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling