+33.7%
F vs SN
+490.7%
-457.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +5.3% | -9.3% | +14.7% | +7.3% |
| 30D | +4.6% | -4.8% | +9.4% | +5.5% |
| 3M | -3.7% | +40.4% | -44.1% | -10.7% |
| 6M | +16.8% | +50.9% | -34.1% | +6.2% |
| YTD | +15.3% | +54.9% | -39.6% | +4.4% |
| 1Y | +31.0% | +43.0% | -12.0% | +19.9% |
| 3Y | +45.4% | +391.8% | -346.4% | +16.4% |
| All | +33.7% | +490.7% | -457.0% | +6.5% |
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